-1.1%
CDNS vs EXPE
+48.9%
-50.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.5% | -8.8% | +0.3% |
| 7D | -3.8% | +14.6% | -18.4% | -5.7% |
| 30D | -6.8% | +21.4% | -28.2% | -10.0% |
| 3M | -3.3% | +1.4% | -4.6% | -3.7% |
| 6M | -5.7% | +28.6% | -34.3% | -11.5% |
| YTD | +5.4% | +12.1% | -6.7% | 0.0% |
| 1Y | -1.1% | +50.0% | -51.1% | -7.4% |
| All | -1.1% | +48.9% | -50.0% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling