-16.2%
CDNS vs SFM
-41.4%
+25.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.9% | -6.9% | -3.9% |
| 7D | -14.0% | -0.1% | -13.9% | -14.0% |
| 30D | -13.2% | -4.4% | -8.8% | -13.3% |
| 3M | -28.9% | +1.5% | -30.4% | -28.8% |
| 6M | -4.2% | +6.5% | -10.6% | -4.3% |
| YTD | -6.4% | +2.2% | -8.5% | -6.3% |
| 1Y | -16.2% | -41.9% | +25.7% | -1.7% |
| All | -16.2% | -41.4% | +25.2% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling