+1,025.3%
CDNS vs EXEL
+393.9%
+631.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | 0.0% |
| 7D | -7.2% | -0.3% | -6.9% | -7.1% |
| 30D | -14.3% | +10.1% | -24.4% | -15.6% |
| 3M | -27.2% | +10.1% | -37.3% | -28.5% |
| 6M | -4.5% | +37.7% | -42.2% | -9.7% |
| YTD | -9.0% | +33.1% | -42.0% | -13.5% |
| 1Y | -21.3% | +52.4% | -73.7% | -27.1% |
| 3Y | +19.6% | +163.8% | -144.2% | -2.2% |
| 5Y | +71.5% | +198.5% | -127.0% | +35.5% |
| All | +1,025.3% | +393.9% | +631.4% | +758.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling