+1,166.2%
CDNS vs RUN
+68.6%
+1,097.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.3% |
| 7D | +1.0% | -13.5% | +14.5% | +2.7% |
| 30D | -2.0% | +18.3% | -20.3% | -4.6% |
| 3M | -0.2% | -12.5% | +12.2% | +0.6% |
| 6M | -8.9% | -40.3% | +31.4% | -4.2% |
| YTD | +3.3% | -53.1% | +56.4% | +9.6% |
| 1Y | +2.2% | -54.3% | +56.5% | +8.5% |
| 3Y | +22.4% | -6.5% | +28.9% | -2.7% |
| 5Y | +78.0% | -85.3% | +163.3% | +79.7% |
| All | +1,166.2% | +68.6% | +1,097.7% | +700.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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