+19.4%
CDNS vs EXE
+21.0%
-1.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.0% |
| 7D | -9.2% | -1.8% | -7.5% | -9.0% |
| 30D | -16.3% | +6.4% | -22.6% | -17.1% |
| 3M | -27.9% | +9.2% | -37.2% | -29.1% |
| 6M | -4.3% | -7.0% | +2.7% | -3.2% |
| YTD | -9.1% | -9.5% | +0.4% | -7.6% |
| 1Y | -21.2% | +6.2% | -27.4% | -23.8% |
| 3Y | +19.4% | +20.7% | -1.4% | +12.8% |
| All | +19.4% | +21.0% | -1.6% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling