+19.2%
CDNS vs QLD
+178.0%
-158.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.2% |
| 7D | -14.0% | +0.6% | -14.6% | -14.3% |
| 30D | -13.2% | -0.1% | -13.0% | -13.1% |
| 3M | -28.9% | -8.4% | -20.5% | -25.9% |
| 6M | -4.2% | +32.2% | -36.4% | -21.1% |
| YTD | -6.4% | +28.9% | -35.3% | -21.5% |
| 1Y | -16.2% | +43.8% | -60.0% | -34.9% |
| All | +19.2% | +178.0% | -158.8% | -39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling