-21.3%
CDNS vs SM
+46.0%
-67.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | -7.2% | -0.2% | -7.0% | -7.2% |
| 30D | -14.3% | +20.3% | -34.5% | -14.5% |
| 3M | -27.2% | +22.9% | -50.1% | -27.4% |
| 6M | -4.5% | +47.8% | -52.3% | -7.2% |
| YTD | -9.0% | +107.5% | -116.4% | -14.4% |
| 1Y | -21.3% | +51.7% | -73.1% | -27.9% |
| All | -21.3% | +46.0% | -67.4% | -27.9% |
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