+12,444.3%
CDNS vs IT
+6,105.9%
+6,338.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.6% | +0.6% | -2.6% |
| 7D | -14.0% | -6.0% | -8.0% | -12.3% |
| 30D | -13.2% | 0.0% | -13.2% | -13.4% |
| 3M | -28.9% | +13.1% | -42.0% | -33.1% |
| 6M | -4.2% | +11.7% | -15.9% | -9.9% |
| YTD | -6.4% | -26.1% | +19.7% | -0.4% |
| 1Y | -16.2% | -21.3% | +5.0% | -13.2% |
| 3Y | +20.2% | -46.7% | +66.9% | +38.4% |
| 5Y | +76.6% | -40.5% | +117.1% | +97.3% |
| 10Y | +1,029.7% | +103.9% | +925.8% | +749.5% |
| All | +12,444.3% | +6,105.9% | +6,338.4% | +3,118.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling