+112.3%
CDNS vs EXE
+191.4%
-79.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.8% |
| 7D | -14.0% | -0.3% | -13.8% | -14.0% |
| 30D | -13.2% | +8.5% | -21.6% | -14.3% |
| 3M | -28.9% | +5.5% | -34.4% | -29.6% |
| 6M | -4.2% | -5.9% | +1.7% | -3.6% |
| YTD | -6.4% | -9.7% | +3.4% | -5.3% |
| 1Y | -16.2% | +3.6% | -19.8% | -17.7% |
| 3Y | +20.2% | +18.0% | +2.1% | +15.0% |
| 5Y | +76.6% | +109.4% | -32.8% | +60.0% |
| All | +112.3% | +191.4% | -79.1% | +87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling