+31.2%
CDNS vs QLD
+149.9%
-118.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.8% | -1.6% | +1.1% |
| 7D | +2.1% | -1.4% | +3.6% | +2.6% |
| 30D | -4.6% | -19.6% | +15.0% | +8.3% |
| 3M | -0.8% | -14.1% | +13.3% | +8.1% |
| 6M | -7.2% | -13.6% | +6.4% | -0.6% |
| YTD | +7.7% | +12.5% | -4.9% | -2.8% |
| 1Y | +3.5% | +13.1% | -9.6% | -7.2% |
| 3Y | +31.2% | +154.7% | -123.5% | -32.7% |
| All | +31.2% | +149.9% | -118.7% | -32.7% |
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