+77.1%
CDNS vs EXE
+76.7%
+0.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.2% |
| 7D | +1.0% | +5.3% | -4.4% | +0.1% |
| 30D | -2.0% | -2.2% | +0.2% | -1.6% |
| 3M | -0.2% | -5.9% | +5.7% | +0.6% |
| 6M | -8.9% | -5.7% | -3.2% | -8.4% |
| YTD | +3.3% | -17.8% | +21.2% | +6.3% |
| 1Y | +2.2% | -23.1% | +25.3% | +6.6% |
| 3Y | +22.4% | +21.2% | +1.2% | +15.0% |
| All | +77.1% | +76.7% | +0.4% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling