+70.8%
CDNS vs SITM
+176.0%
-105.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.4% |
| 7D | -6.5% | +4.8% | -11.4% | -7.7% |
| 30D | -13.0% | -9.7% | -3.3% | -11.3% |
| 3M | -26.0% | -9.3% | -16.7% | -26.3% |
| 6M | -2.8% | +69.5% | -72.4% | -18.8% |
| YTD | -8.8% | +70.5% | -79.4% | -24.9% |
| 1Y | -15.8% | +145.3% | -161.1% | -37.9% |
| 3Y | +19.7% | +432.8% | -413.1% | -33.8% |
| 5Y | +70.8% | +174.0% | -103.3% | -4.5% |
| All | +70.8% | +176.0% | -105.3% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling