+1,044.2%
CDNS vs SPXS
-99.6%
+1,143.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +0.5% |
| 7D | -1.1% | +2.5% | -3.6% | 0.0% |
| 30D | -10.4% | +4.2% | -14.6% | -8.6% |
| 3M | -24.6% | -9.3% | -15.3% | -26.9% |
| 6M | -1.6% | -30.7% | +29.1% | -13.4% |
| YTD | -7.4% | -28.1% | +20.6% | -16.3% |
| 1Y | -18.4% | -35.1% | +16.6% | -28.5% |
| 3Y | +19.0% | -79.6% | +98.5% | -25.1% |
| 5Y | +73.4% | -86.3% | +159.7% | +14.7% |
| All | +1,044.2% | -99.6% | +1,143.8% | +222.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded SPXS 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling