+1,044.2%
CDNS vs IT
+103.1%
+941.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.3% | -3.7% | -0.7% |
| 7D | -1.1% | -3.7% | +2.5% | +0.3% |
| 30D | -10.4% | +0.1% | -10.5% | -10.8% |
| 3M | -24.6% | +20.7% | -45.3% | -32.9% |
| 6M | -1.6% | +12.0% | -13.6% | -10.1% |
| YTD | -7.4% | -28.8% | +21.4% | +3.2% |
| 1Y | -18.4% | -25.5% | +7.1% | -12.0% |
| 3Y | +19.0% | -48.8% | +67.7% | +49.3% |
| 5Y | +73.4% | -42.7% | +116.2% | +104.2% |
| All | +1,044.2% | +103.1% | +941.1% | +709.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling