+1,242.9%
CDNS vs SIMO
+436.4%
+806.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.7% | -0.5% | +3.8% |
| 7D | +2.1% | -8.2% | +10.3% | +3.9% |
| 30D | -4.6% | -34.6% | +30.0% | +5.0% |
| 3M | -0.8% | -32.6% | +31.8% | +6.7% |
| 6M | -7.2% | -31.8% | +24.6% | -3.7% |
| YTD | +7.7% | +87.6% | -80.0% | -21.1% |
| 1Y | +3.5% | +86.7% | -83.1% | -24.1% |
| 3Y | +31.2% | +227.4% | -196.2% | -21.5% |
| 5Y | +84.5% | +173.0% | -88.5% | +9.8% |
| 10Y | +1,242.9% | +409.6% | +833.3% | +498.1% |
| All | +1,242.9% | +436.4% | +806.5% | +498.1% |
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