+4.1%
CDNS vs SPY
+11.5%
-7.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -0.9% |
| 7D | +2.4% | -0.6% | +3.0% | +3.4% |
| 30D | -6.0% | -3.7% | -2.3% | 0.0% |
| 3M | -0.1% | -2.7% | +2.7% | +4.8% |
| 6M | -8.6% | +2.2% | -10.7% | -10.6% |
| YTD | +6.1% | +10.8% | -4.7% | -6.7% |
| All | +4.1% | +11.5% | -7.4% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling