+22.4%
CDNS vs SHEL
+71.4%
-49.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.3% |
| 7D | +1.0% | +0.8% | +0.2% | +0.8% |
| 30D | -2.0% | -3.6% | +1.6% | -1.6% |
| 3M | -0.2% | +12.0% | -12.3% | -3.1% |
| 6M | -8.9% | +19.7% | -28.6% | -13.1% |
| YTD | +3.3% | +39.6% | -36.3% | -7.6% |
| 1Y | +2.2% | +36.4% | -34.2% | -7.8% |
| 3Y | +22.4% | +70.2% | -47.8% | +5.6% |
| All | +22.4% | +71.4% | -49.0% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling