+684.4%
CDNS vs SE
+372.6%
+311.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.1% |
| 7D | +2.4% | 0.0% | +2.4% | +2.5% |
| 30D | -6.0% | -19.4% | +13.4% | -1.6% |
| 3M | -0.1% | -33.1% | +33.0% | +8.4% |
| 6M | -8.6% | -11.4% | +2.9% | -7.3% |
| YTD | +6.1% | -39.8% | +45.9% | +16.1% |
| 1Y | +0.8% | -50.5% | +51.3% | +14.8% |
| 3Y | +26.8% | +68.9% | -42.1% | +6.6% |
| 5Y | +86.9% | -77.1% | +164.0% | +124.6% |
| All | +684.4% | +372.6% | +311.8% | +364.3% |
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