+1,157.5%
CDNS vs EXPD
+304.0%
+853.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.9% |
| 7D | -2.4% | -7.2% | +4.7% | +1.2% |
| 30D | -10.2% | -3.3% | -6.9% | -8.8% |
| 3M | -5.5% | +3.4% | -8.9% | -7.4% |
| 6M | -9.9% | +22.7% | -32.5% | -19.5% |
| YTD | +2.3% | +24.5% | -22.2% | -10.8% |
| 1Y | -1.4% | +38.6% | -40.0% | -19.1% |
| 3Y | +28.1% | +71.5% | -43.4% | -10.2% |
| 5Y | +79.7% | +56.2% | +23.5% | +30.8% |
| All | +1,157.5% | +304.0% | +853.5% | +480.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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