+6,443.8%
CDNS vs EXPD
+30,172.0%
-23,728.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.5% |
| 7D | -2.4% | -7.2% | +4.7% | 0.0% |
| 30D | -10.2% | -3.3% | -6.9% | -9.2% |
| 3M | -5.5% | +3.4% | -8.9% | -6.7% |
| 6M | -9.9% | +22.7% | -32.5% | -16.2% |
| YTD | +2.3% | +24.5% | -22.2% | -6.1% |
| 1Y | -1.4% | +38.6% | -40.0% | -12.8% |
| 3Y | +28.1% | +71.5% | -43.4% | +4.0% |
| 5Y | +79.7% | +56.2% | +23.5% | +50.1% |
| 10Y | +1,183.3% | +310.5% | +872.8% | +684.9% |
| All | +6,443.8% | +30,172.0% | -23,728.2% | +1,940.1% |
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