-15.8%
CDNS vs EXEL
+50.0%
-65.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.3% |
| 7D | -6.5% | -2.9% | -3.7% | -6.3% |
| 30D | -13.0% | +11.9% | -24.9% | -13.9% |
| 3M | -26.0% | +9.2% | -35.2% | -26.7% |
| 6M | -2.8% | +39.1% | -41.9% | -7.2% |
| YTD | -8.8% | +31.0% | -39.9% | -12.5% |
| 1Y | -15.8% | +52.3% | -68.2% | -20.9% |
| All | -15.8% | +50.0% | -65.9% | -20.9% |
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