+1,026.7%
CDNS vs SPMO
+514.3%
+512.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +2.0% | +2.0% |
| 7D | -6.5% | +0.1% | -6.6% | -6.8% |
| 30D | -13.0% | -0.7% | -12.3% | -12.5% |
| 3M | -26.0% | +2.8% | -28.8% | -29.9% |
| 6M | -2.8% | +24.4% | -27.3% | -25.6% |
| YTD | -8.8% | +24.2% | -33.0% | -29.9% |
| 1Y | -15.8% | +24.5% | -40.3% | -35.4% |
| 3Y | +19.7% | +155.6% | -135.8% | -57.6% |
| 5Y | +70.8% | +148.2% | -77.4% | -36.9% |
| All | +1,026.7% | +514.3% | +512.4% | +126.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling