+1,287.2%
CDNS vs RUN
-31.9%
+1,319.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.5% | -3.9% |
| 7D | -14.0% | +1.3% | -15.3% | -14.2% |
| 30D | -13.2% | -15.3% | +2.1% | -11.6% |
| 3M | -28.9% | -40.0% | +11.1% | -24.9% |
| 6M | -4.2% | -27.0% | +22.8% | -1.8% |
| YTD | -6.4% | -51.7% | +45.3% | -0.7% |
| 1Y | -16.2% | -45.9% | +29.7% | -13.3% |
| 3Y | +20.2% | -43.8% | +63.9% | +6.5% |
| 5Y | +76.6% | -80.5% | +157.1% | +70.2% |
| 10Y | +1,029.7% | +45.3% | +984.4% | +703.3% |
| All | +1,287.2% | -31.9% | +1,319.1% | +909.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling