-1.1%
CDNS vs SPMO
+11.0%
-12.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.4% |
| 7D | -3.8% | -8.9% | +5.1% | +2.5% |
| 30D | -6.8% | -13.8% | +7.0% | +3.0% |
| 3M | -3.3% | -12.5% | +9.3% | +5.8% |
| 6M | -5.7% | -1.5% | -4.2% | -8.0% |
| YTD | +5.4% | +11.3% | -5.9% | -7.2% |
| 1Y | -1.1% | +11.5% | -12.6% | -12.8% |
| All | -1.1% | +11.0% | -12.1% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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