+19.2%
CDNS vs RF
+86.8%
-67.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -14.0% | +1.3% | -15.3% | -14.3% |
| 30D | -13.2% | -3.6% | -9.6% | -12.3% |
| 3M | -28.9% | +8.1% | -37.0% | -30.6% |
| 6M | -4.2% | +11.5% | -15.6% | -7.6% |
| YTD | -6.4% | +15.6% | -21.9% | -10.9% |
| 1Y | -16.2% | +15.7% | -31.9% | -20.4% |
| All | +19.2% | +86.8% | -67.6% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling