+5,887.0%
CDNS vs RF
+1,537.4%
+4,349.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.4% |
| YTD | -6.4% | +15.6% | -21.9% | -10.7% |
| 1Y | -16.2% | +15.7% | -31.9% | -20.2% |
| 3Y | +20.2% | +86.9% | -66.7% | -2.1% |
| 5Y | +76.6% | +89.8% | -13.2% | +40.2% |
| 10Y | +1,029.7% | +344.7% | +685.0% | +536.7% |
| All | +5,887.0% | +1,537.4% | +4,349.6% | +819.3% |
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