-21.2%
CDNS vs P
+26.4%
-47.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.6% | -3.2% |
| 7D | -9.2% | +7.8% | -17.1% | -10.5% |
| 30D | -16.3% | +12.3% | -28.6% | -18.8% |
| 3M | -27.9% | +37.1% | -65.0% | -33.4% |
| 6M | -4.3% | +66.1% | -70.4% | -14.8% |
| YTD | -9.1% | +50.9% | -60.0% | -17.5% |
| 1Y | -21.2% | +27.2% | -48.4% | -32.8% |
| All | -21.2% | +26.4% | -47.6% | -32.8% |
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