+26.8%
CDNS vs EXEL
+236.1%
-209.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.2% | -1.4% |
| 7D | +2.4% | -2.4% | +4.8% | +2.5% |
| 30D | -6.0% | +17.9% | -23.9% | -6.3% |
| 3M | -0.1% | +33.3% | -33.4% | -0.8% |
| 6M | -8.6% | +46.6% | -55.1% | -9.5% |
| YTD | +6.1% | +61.0% | -54.9% | +4.5% |
| 1Y | +0.8% | +70.4% | -69.6% | -0.7% |
| 3Y | +26.8% | +236.1% | -209.3% | +26.8% |
| All | +26.8% | +236.1% | -209.3% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling