-16.2%
CDNS vs P
+32.0%
-48.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -4.2% |
| 7D | -14.0% | +6.5% | -20.6% | -15.0% |
| 30D | -13.2% | +18.8% | -32.0% | -16.9% |
| 3M | -28.9% | +26.7% | -55.6% | -33.1% |
| 6M | -4.2% | +62.2% | -66.3% | -14.3% |
| YTD | -6.4% | +48.5% | -54.9% | -14.7% |
| 1Y | -16.2% | +26.4% | -42.6% | -28.4% |
| All | -16.2% | +32.0% | -48.2% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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