+71.6%
CDNS vs S
-72.3%
+143.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.7% | -2.3% |
| 7D | -9.2% | -5.8% | -3.4% | -7.7% |
| 30D | -16.3% | -9.2% | -7.0% | -14.2% |
| 3M | -27.9% | +23.4% | -51.3% | -32.9% |
| 6M | -4.3% | +36.9% | -41.2% | -13.9% |
| YTD | -9.1% | +29.5% | -38.6% | -17.0% |
| 1Y | -21.2% | +5.4% | -26.6% | -24.3% |
| 3Y | +19.4% | +14.7% | +4.7% | +8.1% |
| 5Y | +71.6% | -71.5% | +143.1% | +101.5% |
| All | +71.6% | -72.3% | +143.9% | +101.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling