-16.2%
CDNS vs SITM
+174.8%
-191.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +6.5% | -10.5% | -5.0% |
| 7D | -14.0% | +9.7% | -23.7% | -15.3% |
| 30D | -13.2% | +12.7% | -25.9% | -15.5% |
| 3M | -28.9% | -13.4% | -15.5% | -28.2% |
| 6M | -4.2% | +59.6% | -63.8% | -15.9% |
| YTD | -6.4% | +73.3% | -79.7% | -19.8% |
| 1Y | -16.2% | +165.5% | -181.8% | -38.3% |
| All | -16.2% | +174.8% | -191.0% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling