+71.6%
CDNS vs SFM
+219.5%
-147.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.5% | +3.6% | -2.3% |
| 7D | -9.2% | -5.8% | -3.4% | -8.7% |
| 30D | -16.3% | -11.4% | -4.9% | -15.3% |
| 3M | -27.9% | -12.2% | -15.7% | -27.2% |
| 6M | -4.3% | -5.2% | +0.8% | -4.6% |
| YTD | -9.1% | -4.5% | -4.6% | -9.7% |
| 1Y | -21.2% | -45.4% | +24.2% | -15.5% |
| 3Y | +19.4% | +91.1% | -71.7% | +4.9% |
| 5Y | +71.6% | +226.8% | -155.2% | +48.0% |
| All | +71.6% | +219.5% | -147.9% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling