+5,887.0%
CDNS vs SMTC
+62,999.7%
-57,112.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +9.2% | -13.2% | -5.9% |
| 7D | -14.0% | +12.7% | -26.8% | -16.3% |
| 30D | -13.2% | +22.0% | -35.1% | -17.4% |
| 3M | -28.9% | -12.7% | -16.2% | -28.5% |
| 6M | -4.2% | +64.8% | -68.9% | -16.7% |
| YTD | -6.4% | +100.7% | -107.1% | -22.2% |
| 1Y | -16.2% | +146.9% | -163.1% | -33.9% |
| 3Y | +20.2% | +456.8% | -436.6% | -27.1% |
| 5Y | +76.6% | +89.2% | -12.6% | +30.5% |
| 10Y | +1,029.7% | +426.9% | +602.8% | +565.1% |
| All | +5,887.0% | +62,999.7% | -57,112.7% | +1,876.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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