+114.6%
CDNS vs SMR
-53.6%
+168.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.2% | -2.8% |
| 7D | +1.0% | -8.3% | +9.2% | +1.6% |
| 30D | -2.0% | -20.1% | +18.1% | -0.5% |
| 3M | -0.2% | -52.7% | +52.5% | +4.6% |
| 6M | -8.9% | -61.0% | +52.1% | -3.6% |
| YTD | +3.3% | -67.1% | +70.5% | +9.4% |
| 1Y | +2.2% | -79.9% | +82.1% | +11.2% |
| 3Y | +22.4% | +101.7% | -79.4% | +17.6% |
| All | +114.6% | -53.6% | +168.2% | +117.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling