+86.9%
CDNS vs SPY
+72.2%
+14.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.6% |
| 3M | -0.1% | -2.7% | +2.7% | +4.4% |
| 6M | -8.6% | +2.2% | -10.7% | -10.7% |
| YTD | +6.1% | +10.8% | -4.7% | -7.2% |
| 1Y | +0.8% | +11.2% | -10.4% | -12.3% |
| 3Y | +26.8% | +76.5% | -49.7% | -40.4% |
| 5Y | +86.9% | +72.9% | +13.9% | -2.5% |
| All | +86.9% | +72.2% | +14.6% | -2.5% |
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