+5,711.3%
CDNS vs HPQ
+2,897.0%
+2,814.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.6% | -1.1% |
| 7D | -9.2% | -0.5% | -8.8% | -9.1% |
| 30D | -16.3% | +3.7% | -20.0% | -18.0% |
| 3M | -27.9% | +24.3% | -52.2% | -34.9% |
| 6M | -4.3% | +64.8% | -69.1% | -23.8% |
| YTD | -9.1% | +43.9% | -53.0% | -23.7% |
| 1Y | -21.2% | +11.7% | -32.9% | -27.2% |
| 3Y | +19.4% | +19.7% | -0.3% | +4.2% |
| 5Y | +71.6% | +32.2% | +39.4% | +40.4% |
| 10Y | +1,005.1% | +198.9% | +806.1% | +506.8% |
| All | +5,711.3% | +2,897.0% | +2,814.4% | +728.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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