+21.2%
CDNS vs IR
+10.0%
+11.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.5% |
| 7D | -14.0% | -2.8% | -11.2% | -13.0% |
| 30D | -13.2% | -15.1% | +2.0% | -7.1% |
| 3M | -28.9% | +6.1% | -35.0% | -31.2% |
| 6M | -4.2% | -16.8% | +12.6% | +2.8% |
| YTD | -6.4% | -3.5% | -2.8% | -7.9% |
| 1Y | -16.2% | -3.5% | -12.7% | -17.9% |
| All | +21.2% | +10.0% | +11.2% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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