-15.8%
CDNS vs SPY
+17.2%
-33.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +1.1% |
| 7D | -6.5% | -2.0% | -4.6% | -3.4% |
| 30D | -13.0% | -1.7% | -11.3% | -10.5% |
| 3M | -26.0% | +4.7% | -30.7% | -31.4% |
| 6M | -2.8% | +12.5% | -15.3% | -18.7% |
| YTD | -8.8% | +11.7% | -20.6% | -22.1% |
| 1Y | -15.8% | +17.5% | -33.3% | -38.9% |
| All | -15.8% | +17.2% | -33.1% | -38.9% |
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