+2,100.9%
CDNS vs SFM
+44.5%
+2,056.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.1% |
| 7D | -0.1% | -7.1% | +7.0% | +0.6% |
| 30D | -5.5% | -21.4% | +15.9% | -3.7% |
| 3M | +0.5% | -40.1% | +40.6% | +5.2% |
| 6M | -9.6% | -38.0% | +28.4% | -6.2% |
| YTD | +5.3% | -36.5% | +41.9% | +8.5% |
| 1Y | +3.4% | -35.2% | +38.6% | +6.1% |
| 3Y | +25.9% | +23.5% | +2.4% | +17.4% |
| 5Y | +85.8% | +109.7% | -23.9% | +60.0% |
| 10Y | +1,199.9% | +132.6% | +1,067.3% | +959.6% |
| All | +2,100.9% | +44.5% | +2,056.5% | +1,806.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling