+1,166.2%
CDNS vs RF
+223.4%
+942.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.4% |
| 7D | +1.0% | +1.9% | -1.0% | +0.4% |
| 30D | -2.0% | +7.3% | -9.3% | -3.8% |
| 3M | -0.2% | -7.9% | +7.7% | +1.9% |
| 6M | -8.9% | +10.5% | -19.4% | -11.6% |
| YTD | +3.3% | +9.6% | -6.3% | +0.2% |
| 1Y | +2.2% | +20.3% | -18.1% | -3.4% |
| 3Y | +22.4% | +119.5% | -97.2% | -3.0% |
| 5Y | +78.0% | +48.2% | +29.8% | +53.5% |
| All | +1,166.2% | +223.4% | +942.8% | +789.4% |
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