+19.0%
CDNS vs SPMO
+155.8%
-136.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.0% |
| 7D | -1.1% | -0.9% | -0.2% | -0.3% |
| 30D | -10.4% | -1.9% | -8.5% | -8.8% |
| 3M | -24.6% | -1.4% | -23.2% | -25.1% |
| 6M | -1.6% | +25.5% | -27.1% | -26.4% |
| YTD | -7.4% | +24.8% | -32.3% | -30.3% |
| 1Y | -18.4% | +24.5% | -42.9% | -38.3% |
| 3Y | +19.0% | +157.1% | -138.2% | -61.8% |
| All | +19.0% | +155.8% | -136.8% | -61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling