-21.3%
CDNS vs SFM
-47.5%
+26.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | 0.0% |
| 7D | -7.2% | -7.2% | 0.0% | -7.4% |
| 30D | -14.3% | -14.3% | +0.1% | -14.7% |
| 3M | -27.2% | -13.7% | -13.5% | -27.5% |
| 6M | -4.5% | -6.0% | +1.5% | -5.0% |
| YTD | -9.0% | -8.2% | -0.7% | -9.2% |
| 1Y | -21.3% | -46.2% | +24.9% | -17.0% |
| All | -21.3% | -47.5% | +26.2% | -17.0% |
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