+1,166.2%
CDNS vs EXPE
+123.5%
+1,042.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.8% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | -2.0% | -6.1% | +4.1% | -1.2% |
| 3M | -0.2% | -21.3% | +21.1% | +4.5% |
| 6M | -8.9% | +19.0% | -27.9% | -14.4% |
| YTD | +3.3% | -8.4% | +11.8% | +2.7% |
| 1Y | +2.2% | -2.8% | +5.0% | -0.1% |
| 3Y | +22.4% | +120.8% | -98.4% | -5.8% |
| 5Y | +78.0% | +46.2% | +31.8% | +44.6% |
| All | +1,166.2% | +123.5% | +1,042.7% | +694.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling