+1,206.6%
CDNS vs RF
+219.4%
+987.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | +7.0% | +0.4% | +6.7% | +6.9% |
| 30D | -0.3% | +5.6% | -5.8% | -1.7% |
| 3M | +3.2% | -8.9% | +12.0% | +5.7% |
| 6M | -6.9% | +7.1% | -14.0% | -8.9% |
| YTD | +6.6% | +8.3% | -1.7% | +3.7% |
| 1Y | +5.6% | +16.8% | -11.2% | +0.6% |
| 3Y | +27.4% | +115.0% | -87.6% | +1.6% |
| 5Y | +83.7% | +46.4% | +37.3% | +59.0% |
| All | +1,206.6% | +219.4% | +987.2% | +820.9% |
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