+1,163.5%
C vs CDNS
+6,098.4%
-4,934.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.9% |
| 7D | +3.6% | -14.0% | +17.6% | +8.3% |
| 30D | +0.1% | -13.2% | +13.2% | +4.2% |
| 3M | +2.4% | -28.9% | +31.3% | +12.9% |
| 6M | +24.9% | -4.2% | +29.1% | +25.0% |
| YTD | +19.8% | -6.4% | +26.2% | +20.1% |
| 1Y | +44.9% | -16.2% | +61.1% | +49.6% |
| 3Y | +263.0% | +20.2% | +242.8% | +226.6% |
| 5Y | +129.5% | +76.6% | +52.9% | +78.2% |
| 10Y | +291.6% | +1,029.7% | -738.1% | +66.8% |
| All | +1,163.5% | +6,098.4% | -4,934.8% | +156.3% |
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