+1,044.2%
CDNS vs SHEL
+214.0%
+830.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.7% | +1.3% |
| 7D | -1.1% | +4.1% | -5.2% | -2.2% |
| 30D | -10.4% | +8.4% | -18.8% | -12.4% |
| 3M | -24.6% | +13.7% | -38.3% | -27.4% |
| 6M | -1.6% | +12.7% | -14.3% | -5.4% |
| YTD | -7.4% | +35.3% | -42.7% | -15.6% |
| 1Y | -18.4% | +39.4% | -57.8% | -26.2% |
| 3Y | +19.0% | +71.5% | -52.5% | +0.9% |
| 5Y | +73.4% | +195.0% | -121.6% | +23.6% |
| All | +1,044.2% | +214.0% | +830.2% | +709.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling