+6,507.0%
CDNS vs SHEL
+2,650.9%
+3,856.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.4% |
| 7D | +1.0% | +0.8% | +0.2% | +0.7% |
| 30D | -2.0% | -3.6% | +1.6% | -1.2% |
| 3M | -0.2% | +12.0% | -12.3% | -3.5% |
| 6M | -8.9% | +19.7% | -28.6% | -13.7% |
| YTD | +3.3% | +39.6% | -36.3% | -6.4% |
| 1Y | +2.2% | +36.4% | -34.2% | -6.9% |
| 3Y | +22.4% | +70.2% | -47.8% | +4.8% |
| 5Y | +78.0% | +169.2% | -91.2% | +32.9% |
| 10Y | +1,175.2% | +217.1% | +958.1% | +761.9% |
| All | +6,507.0% | +2,650.9% | +3,856.1% | +3,252.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling