+71.6%
CDNS vs SE
-67.4%
+139.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.2% |
| 7D | -9.2% | +0.6% | -9.8% | -9.4% |
| 30D | -16.3% | -0.1% | -16.2% | -16.5% |
| 3M | -27.9% | +34.1% | -62.1% | -32.4% |
| 6M | -4.3% | +23.2% | -27.5% | -9.1% |
| YTD | -9.1% | -11.2% | +2.1% | -8.5% |
| 1Y | -21.2% | -40.5% | +19.3% | -14.5% |
| 3Y | +19.4% | +196.3% | -176.9% | -6.8% |
| 5Y | +71.6% | -67.0% | +138.6% | +94.5% |
| All | +71.6% | -67.4% | +139.0% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling