+1,454.2%
CDNS vs ITOT
+891.2%
+563.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.4% | -2.3% |
| 7D | -9.2% | +0.7% | -9.9% | -10.0% |
| 30D | -16.3% | -1.1% | -15.1% | -15.0% |
| 3M | -27.9% | +3.9% | -31.8% | -31.1% |
| 6M | -4.3% | +14.7% | -19.1% | -18.7% |
| YTD | -9.1% | +13.3% | -22.4% | -21.3% |
| 1Y | -21.2% | +19.1% | -40.4% | -35.7% |
| 3Y | +19.4% | +77.3% | -58.0% | -38.3% |
| 5Y | +71.6% | +74.1% | -2.5% | -7.4% |
| 10Y | +1,005.1% | +293.1% | +711.9% | +130.9% |
| All | +1,454.2% | +891.2% | +563.1% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling