+678.8%
CDNS vs SE
+355.3%
+323.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +2.9% | +0.1% |
| 7D | -0.1% | -7.7% | +7.7% | +1.7% |
| 30D | -5.5% | -22.8% | +17.3% | -0.1% |
| 3M | +0.5% | -43.7% | +44.3% | +13.6% |
| 6M | -9.6% | -12.8% | +3.2% | -8.0% |
| YTD | +5.3% | -42.0% | +47.3% | +16.2% |
| 1Y | +3.4% | -48.0% | +51.4% | +16.5% |
| 3Y | +25.9% | +62.7% | -36.8% | +6.7% |
| 5Y | +85.8% | -77.8% | +163.6% | +124.8% |
| All | +678.8% | +355.3% | +323.4% | +364.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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