+6,742.3%
CDNS vs O
+5,387.7%
+1,354.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.7% |
| 7D | -14.0% | -0.7% | -13.3% | -13.7% |
| 30D | -13.2% | -1.9% | -11.3% | -12.5% |
| 3M | -28.9% | +3.8% | -32.7% | -30.3% |
| 6M | -4.2% | -4.7% | +0.6% | -3.0% |
| YTD | -6.4% | +12.5% | -18.8% | -12.0% |
| 1Y | -16.2% | +10.8% | -27.0% | -20.9% |
| 3Y | +20.2% | +28.8% | -8.6% | +4.0% |
| 5Y | +76.6% | +13.2% | +63.4% | +61.1% |
| 10Y | +1,029.7% | +53.5% | +976.2% | +738.3% |
| All | +6,742.3% | +5,387.7% | +1,354.6% | +1,090.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling