+1,235.1%
CDNS vs QLD
+1,387.1%
-152.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.8% |
| 7D | +2.4% | -3.8% | +6.2% | +4.3% |
| 30D | -6.0% | -20.5% | +14.5% | +6.4% |
| 3M | -0.1% | -14.6% | +14.6% | +8.6% |
| 6M | -8.6% | -14.7% | +6.1% | -1.8% |
| YTD | +6.1% | +11.2% | -5.1% | -2.1% |
| 1Y | +0.8% | +7.1% | -6.3% | -5.2% |
| 3Y | +26.8% | +141.1% | -114.3% | -26.1% |
| 5Y | +86.9% | +84.3% | +2.6% | +18.0% |
| 10Y | +1,235.1% | +1,450.1% | -215.0% | +162.7% |
| All | +1,235.1% | +1,387.1% | -152.0% | +162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 10y: compounded portfolio wealth divided by compounded QLD 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…
10y analysis · Full analysis span regression · 6 months rolling