-16.2%
CDNS vs SHEL
+32.9%
-49.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -3.9% |
| 7D | -14.0% | +2.2% | -16.3% | -13.8% |
| 30D | -13.2% | +6.8% | -20.0% | -12.9% |
| 3M | -28.9% | +8.1% | -37.0% | -28.3% |
| 6M | -4.2% | +14.4% | -18.6% | -5.2% |
| YTD | -6.4% | +30.0% | -36.3% | -7.9% |
| 1Y | -16.2% | +33.3% | -49.5% | -16.9% |
| All | -16.2% | +32.9% | -49.1% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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