+5,887.0%
CDNS vs SO
+5,976.4%
-89.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.8% |
| 7D | -14.0% | -0.2% | -13.9% | -14.0% |
| 30D | -13.2% | -4.6% | -8.6% | -12.2% |
| 3M | -28.9% | -3.0% | -25.9% | -28.5% |
| 6M | -4.2% | -8.3% | +4.1% | -2.6% |
| YTD | -6.4% | +3.5% | -9.9% | -7.8% |
| 1Y | -16.2% | -0.9% | -15.3% | -16.8% |
| 3Y | +20.2% | +45.4% | -25.2% | +5.9% |
| 5Y | +76.6% | +59.6% | +17.0% | +50.7% |
| 10Y | +1,029.7% | +156.6% | +873.1% | +738.7% |
| All | +5,887.0% | +5,976.4% | -89.3% | +1,808.7% |
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