+4,819.3%
CDNS vs SPXU
-100.0%
+4,919.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -3.5% |
| 7D | -14.0% | -0.1% | -13.9% | -14.0% |
| 30D | -13.2% | +0.8% | -14.0% | -12.7% |
| 3M | -28.9% | -4.7% | -24.2% | -29.3% |
| 6M | -4.2% | -29.6% | +25.5% | -14.6% |
| YTD | -6.4% | -29.9% | +23.5% | -15.9% |
| 1Y | -16.2% | -39.1% | +22.9% | -28.1% |
| 3Y | +20.2% | -80.0% | +100.2% | -23.6% |
| 5Y | +76.6% | -86.0% | +162.7% | +19.5% |
| 10Y | +1,029.7% | -99.5% | +1,129.2% | +222.4% |
| All | +4,819.3% | -100.0% | +4,919.3% | +305.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 all: compounded portfolio wealth divided by compounded SPXU 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…
all analysis · Full analysis span regression · 6 months rolling