+1,884.4%
CDNS vs EXEL
+273.2%
+1,611.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -4.0% |
| 7D | -14.0% | +8.4% | -22.4% | -15.2% |
| 30D | -13.2% | +4.1% | -17.2% | -13.9% |
| 3M | -28.9% | +12.4% | -41.3% | -30.5% |
| 6M | -4.2% | +41.5% | -45.7% | -10.2% |
| YTD | -6.4% | +34.6% | -41.0% | -11.6% |
| 1Y | -16.2% | +57.9% | -74.1% | -23.3% |
| 3Y | +20.2% | +159.5% | -139.3% | -1.8% |
| 5Y | +76.6% | +198.5% | -121.8% | +39.4% |
| 10Y | +1,029.7% | +411.4% | +618.3% | +642.4% |
| All | +1,884.4% | +273.2% | +1,611.2% | +681.9% |
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 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