+1,157.5%
CDNS vs QLD
+1,375.1%
-217.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +1.3% |
| 7D | -2.4% | -10.3% | +7.8% | +3.3% |
| 30D | -10.2% | -26.1% | +15.9% | +5.9% |
| 3M | -5.5% | -17.8% | +12.3% | +4.9% |
| 6M | -9.9% | -15.6% | +5.7% | -2.7% |
| YTD | +2.3% | +5.4% | -3.0% | -2.6% |
| 1Y | -1.4% | +5.2% | -6.6% | -6.4% |
| 3Y | +28.1% | +139.4% | -111.4% | -25.0% |
| 5Y | +79.7% | +66.7% | +13.0% | +20.0% |
| All | +1,157.5% | +1,375.1% | -217.6% | +161.5% |
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