+31.2%
CDNS vs EXPE
+125.5%
-94.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | +2.1% | -13.3% | +15.5% | +5.1% |
| 30D | -4.6% | -5.5% | +0.9% | -4.1% |
| 3M | -0.8% | -16.5% | +15.7% | +2.2% |
| 6M | -7.2% | +13.1% | -20.3% | -11.9% |
| YTD | +7.7% | -8.0% | +15.7% | +6.6% |
| 1Y | +3.5% | +1.1% | +2.4% | 0.0% |
| 3Y | +31.2% | +131.2% | -99.9% | +2.9% |
| All | +31.2% | +125.5% | -94.3% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling