+1,157.5%
CDNS vs RF
+279.4%
+878.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | -2.4% | -0.9% | -1.5% | -2.2% |
| 30D | -10.2% | +6.0% | -16.2% | -11.6% |
| 3M | -5.5% | -8.9% | +3.4% | -3.2% |
| 6M | -9.9% | +2.3% | -12.2% | -10.7% |
| YTD | +2.3% | +7.6% | -5.2% | -0.3% |
| 1Y | -1.4% | +21.2% | -22.6% | -7.0% |
| 3Y | +28.1% | +108.5% | -80.4% | +3.2% |
| 5Y | +79.7% | +43.2% | +36.5% | +56.6% |
| All | +1,157.5% | +279.4% | +878.1% | +815.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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