+1,166.2%
CDNS vs SPY
+307.0%
+859.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.6% |
| 7D | +1.0% | +2.6% | -1.6% | -2.3% |
| 30D | -2.0% | -2.0% | 0.0% | +0.8% |
| 3M | -0.2% | -2.8% | +2.5% | +3.8% |
| 6M | -8.9% | +2.1% | -11.0% | -10.8% |
| YTD | +3.3% | +11.5% | -8.2% | -9.1% |
| 1Y | +2.2% | +13.5% | -11.2% | -12.1% |
| 3Y | +22.4% | +77.7% | -55.3% | -38.7% |
| 5Y | +78.0% | +72.6% | +5.4% | -5.6% |
| All | +1,166.2% | +307.0% | +859.2% | +151.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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