+1,242.9%
CDNS vs RF
+277.2%
+965.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.2% | +3.0% | +4.6% |
| 7D | +2.1% | -0.1% | +2.3% | +2.2% |
| 30D | -4.6% | +7.0% | -11.7% | -6.4% |
| 3M | -0.8% | -7.0% | +6.2% | +1.1% |
| 6M | -7.2% | +6.8% | -14.0% | -9.1% |
| YTD | +7.7% | +9.9% | -2.3% | +4.3% |
| 1Y | +3.5% | +21.1% | -17.6% | -2.4% |
| 3Y | +31.2% | +119.6% | -88.4% | +4.2% |
| 5Y | +84.5% | +46.2% | +38.4% | +59.8% |
| 10Y | +1,242.9% | +261.5% | +981.4% | +850.8% |
| All | +1,242.9% | +277.2% | +965.7% | +850.8% |
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