-21.3%
CDNS vs EXPE
+26.5%
-47.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -7.2% | -11.5% | +4.3% | -4.8% |
| 30D | -14.3% | -13.1% | -1.2% | -11.9% |
| 3M | -27.2% | +18.1% | -45.3% | -30.6% |
| 6M | -4.5% | +13.3% | -17.8% | -8.5% |
| YTD | -9.0% | -3.2% | -5.7% | -10.9% |
| 1Y | -21.3% | +26.1% | -47.5% | -26.2% |
| All | -21.3% | +26.5% | -47.8% | -26.2% |
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