-16.2%
CDNS vs EXC
+3.5%
-19.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -4.4% |
| 7D | -14.0% | +0.3% | -14.3% | -13.9% |
| 30D | -13.2% | -3.7% | -9.4% | -14.2% |
| 3M | -28.9% | -1.3% | -27.6% | -28.9% |
| 6M | -4.2% | -9.7% | +5.5% | -5.9% |
| YTD | -6.4% | +2.9% | -9.3% | -4.2% |
| 1Y | -16.2% | +4.4% | -20.6% | -13.4% |
| All | -16.2% | +3.5% | -19.7% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling