-9.6%
CDNS vs SM
+4.1%
-13.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.6% | -6.3% | -0.1% |
| 7D | -0.1% | +0.3% | -0.4% | 0.0% |
| 30D | -5.5% | -17.3% | +11.8% | -7.4% |
| 3M | +0.5% | -3.6% | +4.1% | -0.6% |
| 6M | -9.6% | +2.9% | -12.5% | -10.2% |
| All | -9.6% | +4.1% | -13.6% | -10.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling