+1,044.2%
CDNS vs ITOT
+303.4%
+740.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.7% | +0.5% |
| 7D | -1.1% | -0.9% | -0.2% | 0.0% |
| 30D | -10.4% | -1.5% | -9.0% | -8.7% |
| 3M | -24.6% | +3.6% | -28.2% | -27.8% |
| 6M | -1.6% | +13.7% | -15.3% | -15.9% |
| YTD | -7.4% | +12.9% | -20.4% | -19.9% |
| 1Y | -18.4% | +17.2% | -35.6% | -32.5% |
| 3Y | +19.0% | +75.6% | -56.7% | -38.8% |
| 5Y | +73.4% | +75.5% | -2.1% | -8.8% |
| All | +1,044.2% | +303.4% | +740.8% | +149.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling