+142.4%
CDNS vs S
-49.1%
+191.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | +2.4% | +1.4% | +1.1% | +2.1% |
| 30D | -6.0% | -10.8% | +4.8% | -3.3% |
| 3M | -0.1% | +5.4% | -5.5% | -2.7% |
| 6M | -8.6% | +41.2% | -49.8% | -18.5% |
| YTD | +6.1% | +56.2% | -50.1% | -8.4% |
| 1Y | +0.8% | +36.3% | -35.5% | -10.2% |
| 3Y | +26.8% | +49.4% | -22.6% | +6.9% |
| 5Y | +86.9% | -66.9% | +153.7% | +98.9% |
| All | +142.4% | -49.1% | +191.5% | +148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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