+6,783.6%
CDNS vs SO
+6,352.9%
+430.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.3% | +3.9% | +4.9% |
| 7D | +2.1% | -1.1% | +3.2% | +2.4% |
| 30D | -4.6% | +8.6% | -13.2% | -6.6% |
| 3M | -0.8% | +1.8% | -2.6% | -1.4% |
| 6M | -7.2% | +3.6% | -10.8% | -8.5% |
| YTD | +7.7% | +9.9% | -2.3% | +4.3% |
| 1Y | +3.5% | +5.7% | -2.2% | +1.2% |
| 3Y | +31.2% | +52.5% | -21.3% | +14.3% |
| 5Y | +84.5% | +77.3% | +7.2% | +53.0% |
| 10Y | +1,242.9% | +186.8% | +1,056.1% | +869.7% |
| All | +6,783.6% | +6,352.9% | +430.7% | +2,059.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling