+872.7%
CDNS vs IR
+322.3%
+550.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.2% |
| 7D | -2.4% | +3.7% | -6.1% | -3.8% |
| 30D | -10.2% | +7.4% | -17.6% | -12.6% |
| 3M | -5.5% | -5.9% | +0.5% | -3.4% |
| 6M | -9.9% | +5.6% | -15.4% | -12.4% |
| YTD | +2.3% | +4.8% | -2.5% | -1.6% |
| 1Y | -1.4% | +6.9% | -8.3% | -6.1% |
| 3Y | +28.1% | +27.6% | +0.5% | +13.6% |
| 5Y | +79.7% | +45.8% | +33.9% | +49.8% |
| All | +872.7% | +322.3% | +550.4% | +509.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling