+5,721.4%
CDNS vs SONY
+514.2%
+5,207.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -7.2% | -4.9% | -2.3% | -5.4% |
| 30D | -14.3% | -1.6% | -12.7% | -13.8% |
| 3M | -27.2% | +10.0% | -37.2% | -30.2% |
| 6M | -4.5% | +8.4% | -12.9% | -8.2% |
| YTD | -9.0% | -8.4% | -0.5% | -6.7% |
| 1Y | -21.3% | -18.4% | -3.0% | -16.0% |
| 3Y | +19.6% | +41.0% | -21.4% | +1.1% |
| 5Y | +71.5% | +9.3% | +62.3% | +59.3% |
| 10Y | +1,036.6% | +281.7% | +754.9% | +548.0% |
| All | +5,721.4% | +514.2% | +5,207.1% | +2,349.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling