+17.0%
CDNS vs IT
-52.2%
+69.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.7% |
| 7D | -7.2% | -9.1% | +1.9% | -4.5% |
| 30D | -14.3% | -12.2% | -2.1% | -11.0% |
| 3M | -27.2% | +7.8% | -35.0% | -30.2% |
| 6M | -4.5% | +2.0% | -6.5% | -7.1% |
| YTD | -9.0% | -32.7% | +23.8% | +2.1% |
| 1Y | -21.3% | -31.1% | +9.8% | -13.1% |
| All | +17.0% | -52.2% | +69.2% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling