+19.2%
CDNS vs SIMO
+418.6%
-399.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +8.7% | -12.7% | -5.9% |
| 7D | -14.0% | +4.2% | -18.2% | -14.9% |
| 30D | -13.2% | +4.1% | -17.3% | -14.6% |
| 3M | -28.9% | -12.9% | -16.0% | -28.4% |
| 6M | -4.2% | +110.3% | -114.5% | -28.7% |
| YTD | -6.4% | +178.6% | -184.9% | -38.9% |
| 1Y | -16.2% | +220.0% | -236.2% | -49.1% |
| All | +19.2% | +418.6% | -399.3% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling