+85.8%
CDNS vs QLD
+89.9%
-4.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.4% | -3.4% |
| 7D | -0.1% | -1.2% | +1.1% | +0.1% |
| 30D | -5.5% | -15.7% | +10.2% | +3.5% |
| 3M | +0.5% | -10.0% | +10.6% | +6.1% |
| 6M | -9.6% | -11.2% | +1.6% | -5.1% |
| YTD | +5.3% | +16.4% | -11.0% | -5.5% |
| 1Y | +3.4% | +12.7% | -9.3% | -5.8% |
| 3Y | +25.9% | +152.3% | -126.4% | -28.7% |
| 5Y | +85.8% | +91.8% | -6.0% | +20.7% |
| All | +85.8% | +89.9% | -4.1% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling