+2,395.3%
CDNS vs INDA
+115.1%
+2,280.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -14.0% | +0.7% | -14.7% | -14.3% |
| 30D | -13.2% | -0.8% | -12.4% | -12.8% |
| 3M | -28.9% | +3.9% | -32.8% | -30.3% |
| 6M | -4.2% | -0.7% | -3.5% | -3.9% |
| YTD | -6.4% | -7.7% | +1.3% | -2.4% |
| 1Y | -16.2% | -5.1% | -11.1% | -14.1% |
| 3Y | +20.2% | +13.6% | +6.5% | +12.1% |
| 5Y | +76.6% | +7.8% | +68.8% | +69.8% |
| 10Y | +1,029.7% | +84.6% | +945.0% | +730.5% |
| All | +2,395.3% | +115.1% | +2,280.2% | +1,598.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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