+106.4%
CDNS vs EXE
+187.5%
-81.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | -7.2% | -2.7% | -4.5% | -6.8% |
| 30D | -14.3% | -0.4% | -13.9% | -14.2% |
| 3M | -27.2% | +9.5% | -36.7% | -28.4% |
| 6M | -4.5% | -9.3% | +4.8% | -3.3% |
| YTD | -9.0% | -10.9% | +2.0% | -7.7% |
| 1Y | -21.3% | +4.3% | -25.6% | -22.8% |
| 3Y | +19.6% | +18.8% | +0.8% | +14.3% |
| 5Y | +71.5% | +101.4% | -29.9% | +55.9% |
| All | +106.4% | +187.5% | -81.1% | +82.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling