+7,661.8%
CDNS vs SIRI
-18.6%
+7,680.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | -7.2% | -3.9% | -3.3% | -6.8% |
| 30D | -14.3% | -0.8% | -13.4% | -14.2% |
| 3M | -27.2% | +4.3% | -31.5% | -27.5% |
| 6M | -4.5% | +34.1% | -38.6% | -7.3% |
| YTD | -9.0% | +47.3% | -56.3% | -12.5% |
| 1Y | -21.3% | +22.9% | -44.2% | -23.2% |
| 3Y | +19.6% | -24.6% | +44.1% | +20.3% |
| 5Y | +71.5% | -43.2% | +114.7% | +74.7% |
| 10Y | +1,036.6% | -12.3% | +1,048.9% | +1,010.6% |
| All | +7,661.8% | -18.6% | +7,680.4% | +6,325.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling