+1,455.5%
CDNS vs P
+499.9%
+955.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -1.2% |
| 7D | +2.4% | -13.3% | +15.8% | +6.4% |
| 30D | -6.0% | -34.0% | +28.0% | +5.0% |
| 3M | -0.1% | +4.1% | -4.2% | -3.4% |
| 6M | -8.6% | +30.5% | -39.0% | -18.9% |
| YTD | +6.1% | +52.2% | -46.1% | -10.8% |
| 1Y | +0.8% | +10.3% | -9.5% | -9.1% |
| 3Y | +26.8% | +180.9% | -154.1% | -19.5% |
| 5Y | +86.9% | +259.7% | -172.9% | +7.8% |
| 10Y | +1,235.1% | +652.6% | +582.5% | +515.9% |
| All | +1,455.5% | +499.9% | +955.7% | +641.2% |
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