+22.4%
CDNS vs EXC
+31.9%
-9.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -2.7% |
| 7D | +1.0% | +1.4% | -0.4% | +1.4% |
| 30D | -2.0% | +8.6% | -10.5% | +0.7% |
| 3M | -0.2% | +2.4% | -2.6% | +0.9% |
| 6M | -8.9% | +6.5% | -15.4% | -6.6% |
| YTD | +3.3% | +9.0% | -5.7% | +7.1% |
| 1Y | +2.2% | +4.6% | -2.4% | +4.9% |
| 3Y | +22.4% | +33.5% | -11.1% | +42.3% |
| All | +22.4% | +31.9% | -9.5% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling