+106.7%
CDNS vs EXE
+188.3%
-81.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | -6.5% | -2.2% | -4.3% | -6.2% |
| 30D | -13.0% | -0.8% | -12.2% | -12.9% |
| 3M | -26.0% | +10.0% | -36.1% | -27.3% |
| 6M | -2.8% | -6.3% | +3.5% | -2.2% |
| YTD | -8.8% | -10.7% | +1.8% | -7.6% |
| 1Y | -15.8% | +2.7% | -18.5% | -17.2% |
| 3Y | +19.7% | +19.1% | +0.6% | +14.4% |
| 5Y | +70.8% | +105.4% | -34.7% | +55.0% |
| All | +106.7% | +188.3% | -81.6% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EXE 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling