+77.4%
CDNS vs SIMO
+269.6%
-192.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +8.7% | -12.7% | -5.8% |
| 7D | -14.0% | +4.2% | -18.2% | -14.9% |
| 30D | -13.2% | +4.1% | -17.3% | -14.5% |
| 3M | -28.9% | -12.9% | -16.0% | -28.5% |
| 6M | -4.2% | +110.3% | -114.5% | -25.2% |
| YTD | -6.4% | +178.6% | -184.9% | -33.4% |
| 1Y | -16.2% | +220.0% | -236.2% | -43.1% |
| 3Y | +20.2% | +409.0% | -388.9% | -29.1% |
| All | +77.4% | +269.6% | -192.2% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling