-16.2%
CDNS vs ITOT
+20.8%
-37.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.5% |
| 7D | -14.0% | +0.1% | -14.1% | -14.1% |
| 30D | -13.2% | 0.0% | -13.2% | -13.1% |
| 3M | -28.9% | +2.0% | -30.9% | -30.6% |
| 6M | -4.2% | +13.0% | -17.2% | -20.2% |
| YTD | -6.4% | +14.0% | -20.3% | -22.5% |
| 1Y | -16.2% | +19.9% | -36.1% | -40.8% |
| All | -16.2% | +20.8% | -37.0% | -40.8% |
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