+5,887.0%
CDNS vs KEY
+1,050.5%
+4,836.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | -14.0% | +2.2% | -16.2% | -14.6% |
| 30D | -13.2% | -3.0% | -10.1% | -12.4% |
| 3M | -28.9% | +3.3% | -32.2% | -29.7% |
| 6M | -4.2% | +9.2% | -13.4% | -7.0% |
| YTD | -6.4% | +10.6% | -17.0% | -9.6% |
| 1Y | -16.2% | +20.4% | -36.6% | -21.3% |
| 3Y | +20.2% | +121.8% | -101.7% | -9.0% |
| 5Y | +76.6% | +41.1% | +35.5% | +45.7% |
| 10Y | +1,029.7% | +168.5% | +861.2% | +572.2% |
| All | +5,887.0% | +1,050.5% | +4,836.5% | +1,431.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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