+1,206.6%
CDNS vs P
+666.7%
+539.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.4% | -2.1% | +0.2% |
| 7D | +7.0% | +17.8% | -10.8% | +1.6% |
| 30D | -0.3% | -29.9% | +29.6% | +10.3% |
| 3M | +3.2% | -1.2% | +4.3% | +1.3% |
| 6M | -6.9% | +32.1% | -39.0% | -18.4% |
| YTD | +6.6% | +64.3% | -57.7% | -14.0% |
| 1Y | +5.6% | +24.3% | -18.6% | -9.4% |
| 3Y | +27.4% | +203.2% | -175.8% | -25.3% |
| 5Y | +83.7% | +290.4% | -206.7% | -4.0% |
| All | +1,206.6% | +666.7% | +539.9% | +474.4% |
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 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