+1,036.6%
CDNS vs EXPE
+153.6%
+883.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -7.2% | -11.5% | +4.3% | -4.4% |
| 30D | -14.3% | -13.1% | -1.2% | -11.5% |
| 3M | -27.2% | +18.1% | -45.3% | -30.7% |
| 6M | -4.5% | +13.3% | -17.8% | -8.3% |
| YTD | -9.0% | -3.2% | -5.7% | -9.8% |
| 1Y | -21.3% | +26.1% | -47.5% | -27.6% |
| 3Y | +19.6% | +151.7% | -132.1% | -10.4% |
| 5Y | +71.5% | +88.3% | -16.8% | +32.4% |
| 10Y | +1,036.6% | +158.0% | +878.6% | +591.4% |
| All | +1,036.6% | +153.6% | +883.0% | +591.4% |
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 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