+2,163.8%
CDNS vs EXPE
+710.1%
+1,453.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.8% |
| 7D | +2.4% | -11.2% | +13.6% | +5.6% |
| 30D | -6.0% | -7.5% | +1.4% | -4.7% |
| 3M | -0.1% | -19.1% | +19.0% | +4.7% |
| 6M | -8.6% | +10.7% | -19.3% | -13.3% |
| YTD | +6.1% | -9.9% | +16.0% | +5.7% |
| 1Y | +0.8% | -4.6% | +5.4% | -1.6% |
| 3Y | +26.8% | +116.8% | -90.0% | -7.5% |
| 5Y | +86.9% | +38.6% | +48.3% | +48.6% |
| 10Y | +1,235.1% | +115.9% | +1,119.2% | +705.9% |
| All | +2,163.8% | +710.1% | +1,453.6% | +412.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling