+113.9%
CDNS vs S
-56.8%
+170.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.1% |
| 7D | -14.0% | -7.7% | -6.3% | -12.0% |
| 30D | -13.2% | -5.3% | -7.8% | -12.2% |
| 3M | -28.9% | +20.3% | -49.2% | -33.1% |
| 6M | -4.2% | +47.4% | -51.5% | -15.1% |
| YTD | -6.4% | +32.5% | -38.9% | -14.7% |
| 1Y | -16.2% | +9.5% | -25.7% | -20.2% |
| 3Y | +20.2% | +15.5% | +4.7% | +9.2% |
| 5Y | +76.6% | -71.2% | +147.8% | +95.2% |
| All | +113.9% | -56.8% | +170.7% | +131.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling