+3,885.3%
CDNS vs LYB
+631.6%
+3,253.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -6.5% | -0.7% | -5.8% | -6.3% |
| 30D | -13.0% | +1.5% | -14.5% | -13.6% |
| 3M | -26.0% | -0.3% | -25.7% | -26.5% |
| 6M | -2.8% | +0.1% | -2.9% | -5.1% |
| YTD | -8.8% | +53.4% | -62.3% | -22.9% |
| 1Y | -15.8% | +25.6% | -41.5% | -24.6% |
| 3Y | +19.7% | -21.3% | +41.0% | +22.0% |
| 5Y | +70.8% | -2.4% | +73.2% | +59.4% |
| 10Y | +1,038.0% | +48.8% | +989.2% | +707.8% |
| All | +3,885.3% | +631.6% | +3,253.8% | +1,052.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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