+19.4%
CDNS vs SPY
+78.7%
-59.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.1% |
| 7D | -9.2% | +0.5% | -9.8% | -10.0% |
| 30D | -16.3% | -0.9% | -15.3% | -14.9% |
| 3M | -27.9% | +3.9% | -31.8% | -31.9% |
| 6M | -4.3% | +14.5% | -18.8% | -21.4% |
| YTD | -9.1% | +12.9% | -22.0% | -23.4% |
| 1Y | -21.2% | +19.4% | -40.6% | -38.8% |
| 3Y | +19.4% | +78.5% | -59.1% | -46.2% |
| All | +19.4% | +78.7% | -59.3% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling