+19.0%
CDNS vs SONY
+42.2%
-23.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | -0.1% | +1.0% |
| 7D | -1.1% | -2.7% | +1.5% | -0.2% |
| 30D | -10.4% | +1.5% | -12.0% | -11.0% |
| 3M | -24.6% | +13.0% | -37.6% | -28.1% |
| 6M | -1.6% | +11.2% | -12.8% | -5.9% |
| YTD | -7.4% | -6.6% | -0.8% | -5.7% |
| 1Y | -18.4% | -18.1% | -0.3% | -13.0% |
| 3Y | +19.0% | +42.1% | -23.1% | +4.0% |
| All | +19.0% | +42.2% | -23.3% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling