+1,166.2%
CDNS vs P
+652.0%
+514.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.5% |
| 7D | +1.0% | +11.6% | -10.7% | -2.5% |
| 30D | -2.0% | -23.7% | +21.7% | +5.8% |
| 3M | -0.2% | -8.0% | +7.7% | +0.3% |
| 6M | -8.9% | +27.9% | -36.8% | -19.4% |
| YTD | +3.3% | +61.2% | -57.8% | -16.1% |
| 1Y | +2.2% | +28.6% | -26.4% | -13.3% |
| 3Y | +22.4% | +200.5% | -178.1% | -28.1% |
| 5Y | +78.0% | +282.9% | -204.9% | -6.4% |
| All | +1,166.2% | +652.0% | +514.2% | +460.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling