+70.8%
CDNS vs SPMO
+145.0%
-74.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -30.2% |
| 6M | -2.8% | +24.4% | -27.3% | -26.7% |
| YTD | -8.8% | +24.2% | -33.0% | -31.0% |
| 1Y | -15.8% | +24.5% | -40.3% | -36.4% |
| 3Y | +19.7% | +155.6% | -135.8% | -60.7% |
| 5Y | +70.8% | +148.2% | -77.4% | -39.7% |
| All | +70.8% | +145.0% | -74.2% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling