+78.5%
CDNS vs S
-67.4%
+145.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.3% |
| 7D | -2.4% | -13.4% | +11.0% | +1.5% |
| 30D | -10.2% | -14.0% | +3.8% | -6.5% |
| 3M | -5.5% | +4.9% | -10.3% | -8.0% |
| 6M | -9.9% | +42.0% | -51.9% | -20.3% |
| YTD | +2.3% | +45.1% | -42.8% | -10.4% |
| 1Y | -1.4% | +33.1% | -34.5% | -12.1% |
| 3Y | +28.1% | +40.6% | -12.5% | +8.8% |
| All | +78.5% | -67.4% | +145.9% | +108.6% |
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