+6,683.5%
CDNS vs EXC
+2,460.0%
+4,223.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | +2.4% | +0.1% | +2.4% | +2.4% |
| 30D | -6.0% | +9.0% | -15.0% | -8.9% |
| 3M | -0.1% | +3.3% | -3.4% | -1.5% |
| 6M | -8.6% | +5.7% | -14.2% | -10.9% |
| YTD | +6.1% | +7.3% | -1.3% | +2.3% |
| 1Y | +0.8% | +2.9% | -2.1% | -1.5% |
| 3Y | +26.8% | +29.3% | -2.5% | +11.6% |
| 5Y | +86.9% | +40.1% | +46.8% | +58.7% |
| 10Y | +1,235.1% | +197.7% | +1,037.4% | +758.6% |
| All | +6,683.5% | +2,460.0% | +4,223.5% | +1,935.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling