+17.1%
CDNS vs SITM
+423.6%
-406.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.3% |
| 7D | -6.5% | +4.8% | -11.4% | -7.6% |
| 30D | -13.0% | -9.7% | -3.3% | -11.4% |
| 3M | -26.0% | -9.3% | -16.7% | -26.2% |
| 6M | -2.8% | +69.5% | -72.4% | -18.4% |
| YTD | -8.8% | +70.5% | -79.4% | -24.5% |
| 1Y | -15.8% | +145.3% | -161.1% | -37.5% |
| All | +17.1% | +423.6% | -406.5% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling