-16.2%
CDNS vs SM
+36.8%
-53.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.9% | -4.0% |
| 7D | -14.0% | -0.5% | -13.5% | -14.0% |
| 30D | -13.2% | +25.6% | -38.7% | -13.4% |
| 3M | -28.9% | +8.0% | -36.9% | -28.5% |
| 6M | -4.2% | +50.8% | -55.0% | -7.5% |
| YTD | -6.4% | +97.9% | -104.2% | -11.5% |
| 1Y | -16.2% | +33.8% | -50.0% | -25.0% |
| All | -16.2% | +36.8% | -53.0% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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