+998.2%
C vs CDNS
+6,674.8%
-5,676.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.3% |
| 7D | -2.4% | -2.4% | 0.0% | -1.6% |
| 30D | -6.0% | -10.2% | +4.2% | -3.0% |
| 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% | +171.2% |
| 5Y | +110.4% | +79.7% | +30.7% | +62.4% |
| 10Y | +234.6% | +1,183.3% | -948.7% | +36.7% |
| All | +998.2% | +6,674.8% | -5,676.5% | +115.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling