+77.4%
CDNS vs SO
+58.2%
+19.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -4.0% |
| 7D | -14.0% | -0.2% | -13.9% | -14.0% |
| 30D | -13.2% | -4.6% | -8.6% | -13.3% |
| 3M | -28.9% | -3.0% | -25.9% | -29.0% |
| 6M | -4.2% | -8.3% | +4.1% | -4.1% |
| YTD | -6.4% | +3.5% | -9.9% | -6.8% |
| 1Y | -16.2% | -0.9% | -15.3% | -16.5% |
| 3Y | +20.2% | +45.4% | -25.2% | +8.1% |
| All | +77.4% | +58.2% | +19.2% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling