+1,166.2%
CDNS vs ALL
+377.9%
+788.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.4% | -3.2% |
| 7D | +1.0% | +5.0% | -4.1% | -0.4% |
| 30D | -2.0% | +13.3% | -15.3% | -5.6% |
| 3M | -0.2% | +3.2% | -3.4% | -1.6% |
| 6M | -8.9% | +25.3% | -34.2% | -16.1% |
| YTD | +3.3% | +30.5% | -27.1% | -6.5% |
| 1Y | +2.2% | +29.2% | -27.0% | -7.4% |
| 3Y | +22.4% | +119.1% | -96.7% | -11.3% |
| 5Y | +78.0% | +162.6% | -84.6% | +14.4% |
| All | +1,166.2% | +377.9% | +788.3% | +477.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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