+1,036.6%
CDNS vs SO
+155.9%
+880.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -7.2% | 0.0% | -7.2% | -7.2% |
| 30D | -14.3% | -2.5% | -11.8% | -13.7% |
| 3M | -27.2% | -4.2% | -23.0% | -26.5% |
| 6M | -4.5% | -7.7% | +3.1% | -3.0% |
| YTD | -9.0% | +3.8% | -12.7% | -10.8% |
| 1Y | -21.3% | +0.1% | -21.4% | -22.2% |
| 3Y | +19.6% | +44.2% | -24.6% | +1.2% |
| 5Y | +71.5% | +57.9% | +13.7% | +38.2% |
| 10Y | +1,036.6% | +162.0% | +874.6% | +667.6% |
| All | +1,036.6% | +155.9% | +880.7% | +667.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling