-4.2%
CDNS vs Q
+77.9%
-82.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.9% | -1.7% | +3.0% |
| 7D | +2.1% | +8.4% | -6.3% | -0.4% |
| 30D | -4.6% | -1.2% | -3.4% | -4.6% |
| 3M | -0.8% | -9.3% | +8.5% | +1.3% |
| 6M | -7.2% | -15.0% | +7.8% | -5.1% |
| YTD | +7.7% | +53.5% | -45.8% | -8.3% |
| 1Y | +3.5% | +35.9% | -32.3% | -11.2% |
| All | -4.2% | +77.9% | -82.1% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 5y: compounded portfolio wealth divided by compounded Q 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…
5y analysis · Full analysis span regression · 6 months rolling