+1,036.6%
CDNS vs A
+236.6%
+800.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +1.0% |
| 7D | -7.2% | -4.4% | -2.8% | -4.7% |
| 30D | -14.3% | -2.7% | -11.6% | -12.9% |
| 3M | -27.2% | +7.0% | -34.2% | -30.4% |
| 6M | -4.5% | +24.6% | -29.1% | -18.2% |
| YTD | -9.0% | +7.0% | -16.0% | -14.3% |
| 1Y | -21.3% | +15.6% | -36.9% | -30.0% |
| 3Y | +19.6% | +29.9% | -10.3% | -6.3% |
| 5Y | +71.5% | -15.4% | +86.9% | +77.9% |
| 10Y | +1,036.6% | +248.9% | +787.7% | +417.9% |
| All | +1,036.6% | +236.6% | +800.0% | +417.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling