+28.1%
CDNS vs SO
+45.4%
-17.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +2.2% |
| 7D | -2.4% | -1.5% | -1.0% | -3.1% |
| 30D | -10.2% | +8.1% | -18.2% | -6.8% |
| 3M | -5.5% | +0.2% | -5.7% | -5.0% |
| 6M | -9.9% | +0.4% | -10.2% | -8.9% |
| YTD | +2.3% | +8.5% | -6.2% | +7.0% |
| 1Y | -1.4% | +4.9% | -6.3% | +2.0% |
| 3Y | +28.1% | +47.9% | -19.8% | +43.0% |
| All | +28.1% | +45.4% | -17.3% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling