-16.2%
CDNS vs O
+11.2%
-27.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -4.5% |
| 7D | -14.0% | -0.7% | -13.3% | -14.4% |
| 30D | -13.2% | -1.9% | -11.3% | -14.1% |
| 3M | -28.9% | +3.8% | -32.7% | -26.7% |
| 6M | -4.2% | -4.7% | +0.6% | -5.2% |
| YTD | -6.4% | +12.5% | -18.8% | -4.3% |
| 1Y | -16.2% | +10.8% | -27.0% | -13.4% |
| All | -16.2% | +11.2% | -27.4% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 1y: compounded portfolio wealth divided by compounded O 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…
1y analysis · Full analysis span regression · 6 months rolling