-12.2%
CDNS vs IRE
-84.4%
+72.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +14.0% | -18.0% | -4.5% |
| 7D | -14.0% | +54.8% | -68.8% | -15.6% |
| 30D | -13.2% | +18.4% | -31.6% | -14.2% |
| 3M | -28.9% | -66.7% | +37.8% | -27.3% |
| 6M | -4.2% | -52.3% | +48.1% | -4.7% |
| YTD | -6.4% | -52.3% | +46.0% | -8.1% |
| All | -12.2% | -84.4% | +72.2% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling