+1,759.3%
CDNS vs QLD
+7,183.5%
-5,424.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -12.7% | +7.2% | +1.7% |
| 7D | -9.1% | -18.6% | +9.4% | +1.5% |
| 30D | -13.4% | -28.3% | +14.9% | +3.9% |
| 3M | -7.6% | -20.4% | +12.8% | +4.5% |
| 6M | -11.9% | -14.3% | +2.3% | -5.8% |
| YTD | -0.4% | +2.8% | -3.1% | -3.9% |
| 1Y | -4.9% | -1.2% | -3.7% | -6.6% |
| 3Y | +24.8% | +135.3% | -110.5% | -26.6% |
| 5Y | +75.0% | +62.6% | +12.4% | +17.4% |
| 10Y | +1,149.2% | +1,384.3% | -235.1% | +114.8% |
| All | +1,759.3% | +7,183.5% | -5,424.3% | -17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling