-13.7%
CDNS vs SOLS
+20.3%
-34.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.3% |
| 7D | -7.2% | +3.7% | -10.9% | -7.5% |
| 30D | -14.3% | +5.0% | -19.3% | -14.6% |
| 3M | -27.2% | -21.1% | -6.1% | -26.2% |
| 6M | -4.5% | -14.2% | +9.7% | -3.9% |
| YTD | -9.0% | +30.6% | -39.6% | -9.0% |
| All | -13.7% | +20.3% | -34.0% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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