+83.7%
CDNS vs EXPD
+63.3%
+20.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.7% | +1.0% |
| 7D | +7.0% | +3.6% | +3.4% | +5.3% |
| 30D | -0.3% | +0.3% | -0.5% | -0.5% |
| 3M | +3.2% | +6.1% | -2.9% | +0.3% |
| 6M | -6.9% | +27.4% | -34.3% | -17.1% |
| YTD | +6.6% | +32.0% | -25.4% | -7.9% |
| 1Y | +5.6% | +40.5% | -34.9% | -11.8% |
| 3Y | +27.4% | +75.7% | -48.3% | -9.2% |
| 5Y | +83.7% | +61.7% | +22.0% | +36.9% |
| All | +83.7% | +63.3% | +20.4% | +36.9% |
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