+78.5%
CDNS vs ALL
+143.1%
-64.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.5% | +7.2% | +3.0% |
| 7D | -2.4% | -1.9% | -0.5% | -2.3% |
| 30D | -10.2% | +13.8% | -23.9% | -11.1% |
| 3M | -5.5% | -7.0% | +1.5% | -4.9% |
| 6M | -9.9% | +18.0% | -27.9% | -11.8% |
| YTD | +2.3% | +24.2% | -21.9% | -0.7% |
| 1Y | -1.4% | +31.2% | -32.6% | -5.3% |
| 3Y | +28.1% | +107.5% | -79.4% | +12.9% |
| All | +78.5% | +143.1% | -64.6% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling