+76.8%
CDNS vs EXPE
+105.7%
-28.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.5% |
| 7D | -14.0% | -9.5% | -4.5% | -11.7% |
| 30D | -13.2% | -6.6% | -6.5% | -11.8% |
| 3M | -28.9% | +31.4% | -60.3% | -34.5% |
| 6M | -4.2% | +35.2% | -39.4% | -13.0% |
| YTD | -6.4% | +5.8% | -12.2% | -9.6% |
| 1Y | -16.2% | +38.7% | -54.9% | -25.5% |
| 3Y | +20.2% | +175.8% | -155.6% | -15.9% |
| All | +76.8% | +105.7% | -28.9% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling