+17.0%
CDNS vs SHEL
+68.4%
-51.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -7.2% | +3.0% | -10.2% | -7.8% |
| 30D | -14.3% | +7.2% | -21.5% | -15.6% |
| 3M | -27.2% | +12.9% | -40.1% | -29.3% |
| 6M | -4.5% | +13.7% | -18.2% | -8.0% |
| YTD | -9.0% | +33.7% | -42.6% | -17.0% |
| 1Y | -21.3% | +37.9% | -59.2% | -29.2% |
| All | +17.0% | +68.4% | -51.4% | -0.1% |
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