+105.9%
C vs CDNS
+78.1%
+27.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.3% |
| 7D | -2.4% | -2.4% | 0.0% | -1.7% |
| 30D | -6.0% | -10.2% | +4.2% | -3.1% |
| 3M | -10.5% | -5.5% | -5.1% | -9.6% |
| 6M | -5.7% | -9.9% | +4.1% | -3.9% |
| YTD | +4.1% | +2.3% | +1.8% | +1.2% |
| 1Y | +20.5% | -1.4% | +21.9% | +18.4% |
| 3Y | +208.1% | +28.1% | +180.0% | +168.8% |
| All | +105.9% | +78.1% | +27.8% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CDNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling