+2,148.4%
CDNS vs EXEL
+346.4%
+1,802.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.2% | -1.2% |
| 7D | +2.4% | -2.4% | +4.8% | +2.9% |
| 30D | -6.0% | +17.9% | -23.9% | -8.6% |
| 3M | -0.1% | +33.3% | -33.4% | -5.0% |
| 6M | -8.6% | +46.6% | -55.1% | -14.7% |
| YTD | +6.1% | +61.0% | -54.9% | -2.9% |
| 1Y | +0.8% | +70.4% | -69.6% | -8.7% |
| 3Y | +26.8% | +236.1% | -209.3% | -0.7% |
| 5Y | +86.9% | +284.8% | -198.0% | +41.5% |
| 10Y | +1,235.1% | +348.4% | +886.7% | +808.1% |
| All | +2,148.4% | +346.4% | +1,802.1% | +758.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling