+19.4%
CDNS vs RUN
-35.6%
+54.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.7% | -6.6% | -3.1% |
| 7D | -9.2% | +10.2% | -19.4% | -9.7% |
| 30D | -16.3% | -9.6% | -6.6% | -15.8% |
| 3M | -27.9% | -31.5% | +3.6% | -26.7% |
| 6M | -4.3% | -18.7% | +14.4% | -3.8% |
| YTD | -9.1% | -49.9% | +40.8% | -6.9% |
| 1Y | -21.2% | -45.5% | +24.3% | -19.8% |
| 3Y | +19.4% | -34.1% | +53.5% | +11.6% |
| All | +19.4% | -35.6% | +54.9% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling