+1,026.7%
CDNS vs SFM
+268.6%
+758.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.3% |
| 7D | -6.5% | -8.8% | +2.2% | -5.7% |
| 30D | -13.0% | -14.5% | +1.5% | -11.7% |
| 3M | -26.0% | -16.8% | -9.2% | -24.8% |
| 6M | -2.8% | -5.3% | +2.5% | -3.2% |
| YTD | -8.8% | -9.4% | +0.5% | -8.9% |
| 1Y | -15.8% | -46.2% | +30.3% | -10.6% |
| 3Y | +19.7% | +81.3% | -61.5% | +7.8% |
| 5Y | +70.8% | +211.9% | -141.1% | +41.7% |
| All | +1,026.7% | +268.6% | +758.2% | +746.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling