-16.2%
CDNS vs SMR
-76.3%
+60.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.9% |
| 7D | -14.0% | +4.4% | -18.4% | -14.5% |
| 30D | -13.2% | +3.4% | -16.6% | -13.7% |
| 3M | -28.9% | -19.2% | -9.7% | -27.6% |
| 6M | -4.2% | -22.6% | +18.5% | -3.4% |
| YTD | -6.4% | -31.5% | +25.2% | -5.3% |
| 1Y | -16.2% | -73.1% | +56.9% | -12.1% |
| All | -16.2% | -76.3% | +60.1% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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