+1,235.1%
CDNS vs SO
+188.2%
+1,046.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | +2.4% | -0.1% | +2.5% | +2.5% |
| 30D | -6.0% | +8.7% | -14.7% | -8.0% |
| 3M | -0.1% | +3.4% | -3.5% | -1.1% |
| 6M | -8.6% | +3.7% | -12.3% | -9.9% |
| YTD | +6.1% | +10.0% | -3.9% | +2.4% |
| 1Y | +0.8% | +6.6% | -5.8% | -1.9% |
| 3Y | +26.8% | +52.5% | -25.7% | +5.9% |
| 5Y | +86.9% | +76.1% | +10.8% | +45.2% |
| 10Y | +1,235.1% | +194.9% | +1,040.2% | +786.6% |
| All | +1,235.1% | +188.2% | +1,046.9% | +786.6% |
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