-16.2%
CDNS vs SONY
-10.8%
-5.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.5% |
| 7D | -14.0% | -1.2% | -12.8% | -13.7% |
| 30D | -13.2% | +9.4% | -22.6% | -15.6% |
| 3M | -28.9% | +10.5% | -39.4% | -31.0% |
| 6M | -4.2% | +11.7% | -15.9% | -7.6% |
| YTD | -6.4% | -4.1% | -2.3% | -5.9% |
| 1Y | -16.2% | -11.8% | -4.4% | -13.7% |
| All | -16.2% | -10.8% | -5.4% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 1y: compounded portfolio wealth divided by compounded SONY 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…
1y analysis · Full analysis span regression · 6 months rolling