-1.1%
CDNS vs ITOT
+14.7%
-15.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.2% | -0.7% |
| 7D | -3.8% | -0.7% | -3.1% | -2.7% |
| 30D | -6.8% | -1.1% | -5.7% | -5.0% |
| 3M | -3.3% | -0.8% | -2.4% | -1.7% |
| 6M | -5.7% | +7.0% | -12.7% | -14.2% |
| YTD | +5.4% | +13.3% | -7.9% | -10.2% |
| 1Y | -1.1% | +14.8% | -15.9% | -16.5% |
| All | -1.1% | +14.7% | -15.8% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1y: compounded portfolio wealth divided by compounded ITOT 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…
1y analysis · Full analysis span regression · 6 months rolling