+17.1%
CDNS vs SIRI
-23.3%
+40.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | -6.5% | -3.0% | -3.5% | -6.0% |
| 30D | -13.0% | +1.3% | -14.3% | -13.2% |
| 3M | -26.0% | +5.6% | -31.6% | -26.9% |
| 6M | -2.8% | +35.2% | -38.0% | -8.7% |
| YTD | -8.8% | +49.1% | -57.9% | -16.2% |
| 1Y | -15.8% | +26.8% | -42.6% | -20.3% |
| All | +17.1% | -23.3% | +40.5% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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