-14.8%
CDNS vs IRE
-82.8%
+68.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +10.2% | -13.2% | -3.3% |
| 7D | -9.2% | +58.9% | -68.1% | -11.0% |
| 30D | -16.3% | +17.2% | -33.4% | -17.2% |
| 3M | -27.9% | -58.6% | +30.7% | -26.8% |
| 6M | -4.3% | -23.5% | +19.1% | -5.9% |
| YTD | -9.1% | -47.4% | +38.3% | -11.1% |
| All | -14.8% | -82.8% | +68.0% | -15.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling