-15.8%
CDNS vs SMR
-72.0%
+56.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +0.8% |
| 7D | -6.5% | +4.7% | -11.3% | -7.3% |
| 30D | -13.0% | +3.2% | -16.2% | -13.7% |
| 3M | -26.0% | +9.9% | -35.9% | -27.7% |
| 6M | -2.8% | -15.1% | +12.3% | -3.3% |
| YTD | -8.8% | -27.9% | +19.1% | -8.6% |
| 1Y | -15.8% | -70.2% | +54.4% | -13.4% |
| All | -15.8% | -72.0% | +56.2% | -13.4% |
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