-4.2%
CDNS vs P
+59.3%
-63.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -4.3% |
| 7D | -14.0% | +6.5% | -20.6% | -15.2% |
| 30D | -13.2% | +18.8% | -32.0% | -18.1% |
| 3M | -28.9% | +26.7% | -55.6% | -34.3% |
| 6M | -4.2% | +62.2% | -66.3% | -22.4% |
| All | -4.2% | +59.3% | -63.5% | -22.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling