+71.2%
CDNS vs O
+14.3%
+57.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.6% | -2.9% |
| 7D | -9.2% | -0.6% | -8.7% | -9.1% |
| 30D | -16.3% | -2.0% | -14.3% | -16.0% |
| 3M | -27.9% | +3.0% | -30.9% | -28.5% |
| 6M | -4.3% | -3.6% | -0.7% | -3.8% |
| YTD | -9.1% | +12.1% | -21.2% | -12.8% |
| 1Y | -21.2% | +8.9% | -30.1% | -23.8% |
| 3Y | +19.4% | +30.3% | -11.0% | +4.8% |
| All | +71.2% | +14.3% | +57.0% | +62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling