+31.2%
CDNS vs SFM
+23.1%
+8.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.0% | +4.2% | +5.2% |
| 7D | +2.1% | -10.2% | +12.4% | +2.5% |
| 30D | -4.6% | -23.9% | +19.3% | -4.0% |
| 3M | -0.8% | -42.3% | +41.5% | +1.2% |
| 6M | -7.2% | -40.1% | +32.9% | -5.7% |
| YTD | +7.7% | -37.8% | +45.4% | +8.7% |
| 1Y | +3.5% | -37.1% | +40.6% | +4.3% |
| 3Y | +31.2% | +21.5% | +9.7% | +37.8% |
| All | +31.2% | +23.1% | +8.1% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling