+6,270.2%
CDNS vs RF
+1,429.2%
+4,840.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.1% | -3.4% | -4.9% |
| 7D | -9.1% | -1.6% | -7.5% | -8.7% |
| 30D | -13.4% | +5.0% | -18.4% | -14.6% |
| 3M | -7.6% | -10.0% | +2.4% | -4.9% |
| 6M | -11.9% | +3.3% | -15.3% | -13.1% |
| YTD | -0.4% | +7.9% | -8.3% | -3.2% |
| 1Y | -4.9% | +21.2% | -26.2% | -10.7% |
| 3Y | +24.8% | +105.8% | -81.0% | -0.8% |
| 5Y | +75.0% | +43.7% | +31.2% | +50.6% |
| 10Y | +1,149.2% | +289.4% | +859.8% | +631.4% |
| All | +6,270.2% | +1,429.2% | +4,840.9% | +896.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling