+17.1%
CDNS vs ITOT
+74.3%
-57.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +1.1% |
| 7D | -6.5% | -2.0% | -4.5% | -3.6% |
| 30D | -13.0% | -2.0% | -11.0% | -10.3% |
| 3M | -26.0% | +4.5% | -30.6% | -30.7% |
| 6M | -2.8% | +12.6% | -15.5% | -18.1% |
| YTD | -8.8% | +12.0% | -20.8% | -22.2% |
| 1Y | -15.8% | +17.3% | -33.1% | -32.7% |
| All | +17.1% | +74.3% | -57.2% | -43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling