-16.2%
CDNS vs EXEL
+59.2%
-75.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -4.0% |
| 7D | -14.0% | +8.4% | -22.4% | -14.7% |
| 30D | -13.2% | +4.1% | -17.2% | -13.5% |
| 3M | -28.9% | +12.4% | -41.3% | -29.8% |
| 6M | -4.2% | +41.5% | -45.7% | -8.9% |
| YTD | -6.4% | +34.6% | -41.0% | -10.6% |
| 1Y | -16.2% | +57.9% | -74.1% | -23.5% |
| All | -16.2% | +59.2% | -75.4% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling