+2.2%
CDNS vs SMR
-81.8%
+84.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.2% | -2.6% |
| 7D | +1.0% | -8.3% | +9.2% | +2.2% |
| 30D | -2.0% | -20.1% | +18.1% | +0.8% |
| 3M | -0.2% | -52.7% | +52.5% | +9.0% |
| 6M | -8.9% | -61.0% | +52.1% | +1.4% |
| YTD | +3.3% | -67.1% | +70.5% | +13.8% |
| 1Y | +2.2% | -79.9% | +82.1% | +21.1% |
| All | +2.2% | -81.8% | +84.0% | +21.1% |
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