+1,272.9%
CDNS vs P
+485.4%
+787.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -4.4% |
| 7D | -14.0% | +6.5% | -20.6% | -15.7% |
| 30D | -13.2% | +18.8% | -32.0% | -18.4% |
| 3M | -28.9% | +26.7% | -55.6% | -35.0% |
| 6M | -4.2% | +62.2% | -66.3% | -19.4% |
| YTD | -6.4% | +48.5% | -54.9% | -19.7% |
| 1Y | -16.2% | +26.4% | -42.6% | -26.8% |
| 3Y | +20.2% | +159.4% | -139.2% | -20.9% |
| 5Y | +76.6% | +275.8% | -199.2% | +2.0% |
| 10Y | +1,029.7% | +732.0% | +297.7% | +425.1% |
| All | +1,272.9% | +485.4% | +787.5% | +567.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling