+69.6%
CDNS vs ONON
-23.0%
+92.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.4% | -2.3% |
| 7D | -9.2% | -1.7% | -7.6% | -8.9% |
| 30D | -16.3% | -27.4% | +11.1% | -10.1% |
| 3M | -27.9% | -26.5% | -1.4% | -23.2% |
| 6M | -4.3% | -34.2% | +29.9% | +4.2% |
| YTD | -9.1% | -41.3% | +32.2% | +1.6% |
| 1Y | -21.2% | -39.7% | +18.4% | -13.0% |
| 3Y | +19.4% | -7.8% | +27.2% | +14.7% |
| All | +69.6% | -23.0% | +92.5% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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