+5,955.9%
CDNS vs SM
+1,608.3%
+4,347.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.5% | -3.7% |
| 7D | -14.0% | +0.1% | -14.1% | -14.0% |
| 30D | -13.2% | +26.3% | -39.5% | -15.8% |
| 3M | -28.9% | +8.7% | -37.6% | -30.1% |
| 6M | -4.2% | +51.7% | -55.8% | -10.3% |
| YTD | -6.4% | +99.0% | -105.4% | -15.5% |
| 1Y | -16.2% | +34.6% | -50.8% | -20.9% |
| 3Y | +20.2% | -7.8% | +27.9% | +16.7% |
| 5Y | +76.6% | +104.8% | -28.1% | +50.2% |
| 10Y | +1,029.7% | +7.2% | +1,022.4% | +680.7% |
| All | +5,955.9% | +1,608.3% | +4,347.5% | +2,858.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling