+17.0%
CDNS vs SMR
+81.4%
-64.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.4% |
| 7D | -7.2% | +13.1% | -20.3% | -8.1% |
| 30D | -14.3% | +17.8% | -32.0% | -15.4% |
| 3M | -27.2% | +8.1% | -35.3% | -28.0% |
| 6M | -4.5% | -11.1% | +6.6% | -4.9% |
| YTD | -9.0% | -23.7% | +14.8% | -8.9% |
| 1Y | -21.3% | -69.4% | +48.1% | -17.9% |
| All | +17.0% | +81.4% | -64.4% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling