+77.4%
CDNS vs EXPD
+61.6%
+15.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.4% |
| 7D | -14.0% | -1.1% | -12.9% | -13.6% |
| 30D | -13.2% | +4.1% | -17.2% | -14.7% |
| 3M | -28.9% | +17.9% | -46.8% | -34.3% |
| 6M | -4.2% | +29.2% | -33.4% | -15.5% |
| YTD | -6.4% | +27.4% | -33.7% | -17.6% |
| 1Y | -16.2% | +56.8% | -73.0% | -34.4% |
| 3Y | +20.2% | +68.0% | -47.9% | -12.3% |
| All | +77.4% | +61.6% | +15.9% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling