+94.4%
CDNS vs SMR
-3.5%
+97.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -4.0% |
| 7D | -14.0% | +4.4% | -18.4% | -14.3% |
| 30D | -13.2% | +3.4% | -16.6% | -13.5% |
| 3M | -28.9% | -19.2% | -9.7% | -28.2% |
| 6M | -4.2% | -22.6% | +18.5% | -3.5% |
| YTD | -6.4% | -31.5% | +25.2% | -5.5% |
| 1Y | -16.2% | -73.1% | +56.9% | -11.5% |
| 3Y | +20.2% | +55.0% | -34.8% | +17.4% |
| All | +94.4% | -3.5% | +97.9% | +87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling