+77.1%
CDNS vs IT
-42.2%
+119.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.3% |
| 7D | +1.0% | +1.1% | -0.1% | +0.5% |
| 30D | -2.0% | -1.8% | -0.1% | -2.7% |
| 3M | -0.2% | +4.8% | -5.1% | -4.7% |
| 6M | -8.9% | +33.0% | -41.9% | -24.3% |
| YTD | +3.3% | -23.8% | +27.2% | +11.6% |
| 1Y | +2.2% | -16.5% | +18.7% | +4.8% |
| 3Y | +22.4% | -53.6% | +76.0% | +70.2% |
| All | +77.1% | -42.2% | +119.4% | +109.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling