+70.8%
CDNS vs SHEL
+190.7%
-119.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -6.5% | +3.9% | -10.5% | -7.3% |
| 30D | -13.0% | +7.0% | -20.0% | -14.3% |
| 3M | -26.0% | +12.5% | -38.5% | -28.1% |
| 6M | -2.8% | +14.8% | -17.6% | -6.3% |
| YTD | -8.8% | +34.2% | -43.0% | -15.6% |
| 1Y | -15.8% | +37.0% | -52.8% | -22.5% |
| 3Y | +19.7% | +70.9% | -51.2% | +4.4% |
| 5Y | +70.8% | +192.5% | -121.8% | +34.7% |
| All | +70.8% | +190.7% | -119.9% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling