+1,005.1%
CDNS vs SIMO
+515.6%
+489.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.2% | -9.1% | -4.5% |
| 7D | -9.2% | +14.6% | -23.8% | -12.6% |
| 30D | -16.3% | +6.2% | -22.5% | -18.2% |
| 3M | -27.9% | +3.6% | -31.5% | -31.0% |
| 6M | -4.3% | +130.8% | -135.1% | -30.0% |
| YTD | -9.1% | +195.8% | -204.9% | -39.1% |
| 1Y | -21.2% | +225.0% | -246.2% | -49.1% |
| 3Y | +19.4% | +452.3% | -432.9% | -35.7% |
| 5Y | +71.6% | +303.6% | -232.0% | -4.3% |
| 10Y | +1,005.1% | +528.8% | +476.3% | +383.6% |
| All | +1,005.1% | +515.6% | +489.4% | +383.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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