+71.6%
CDNS vs SPY
+81.8%
-10.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.2% |
| 7D | -9.2% | +0.5% | -9.8% | -10.0% |
| 30D | -16.3% | -0.9% | -15.3% | -15.0% |
| 3M | -27.9% | +3.9% | -31.8% | -31.7% |
| 6M | -4.3% | +14.5% | -18.8% | -20.6% |
| YTD | -9.1% | +12.9% | -22.0% | -22.8% |
| 1Y | -21.2% | +19.4% | -40.6% | -38.0% |
| 3Y | +19.4% | +78.5% | -59.1% | -44.9% |
| 5Y | +71.6% | +81.8% | -10.1% | -17.8% |
| All | +71.6% | +81.8% | -10.2% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling