-15.8%
CDNS vs RUN
-46.7%
+30.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.1% | +0.3% |
| 7D | -6.5% | -3.4% | -3.2% | -6.3% |
| 30D | -13.0% | -14.0% | +1.0% | -11.9% |
| 3M | -26.0% | -27.5% | +1.5% | -24.3% |
| 6M | -2.8% | -29.0% | +26.1% | -0.9% |
| YTD | -8.8% | -53.1% | +44.3% | -5.1% |
| 1Y | -15.8% | -46.7% | +30.9% | -13.2% |
| All | -15.8% | -46.7% | +30.9% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling