+5,887.0%
CDNS vs EXPD
+30,859.1%
-24,972.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.3% |
| 7D | -14.0% | -1.1% | -12.9% | -13.7% |
| 30D | -13.2% | +4.1% | -17.2% | -14.3% |
| 3M | -28.9% | +17.9% | -46.8% | -32.9% |
| 6M | -4.2% | +29.2% | -33.4% | -12.6% |
| YTD | -6.4% | +27.4% | -33.7% | -14.6% |
| 1Y | -16.2% | +56.8% | -73.0% | -29.1% |
| 3Y | +20.2% | +68.0% | -47.9% | -1.6% |
| 5Y | +76.6% | +61.9% | +14.8% | +46.0% |
| 10Y | +1,029.7% | +316.0% | +713.7% | +588.9% |
| All | +5,887.0% | +30,859.1% | -24,972.0% | +1,756.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling