+6,679.4%
CDNS vs SPY
+3,045.4%
+3,634.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.7% |
| 7D | +7.0% | +3.3% | +3.7% | +3.0% |
| 30D | -0.3% | -2.7% | +2.4% | +3.3% |
| 3M | +3.2% | -1.7% | +4.9% | +5.7% |
| 6M | -6.9% | +3.1% | -10.0% | -9.7% |
| YTD | +6.6% | +11.9% | -5.3% | -5.8% |
| 1Y | +5.6% | +12.0% | -6.4% | -6.8% |
| 3Y | +27.4% | +78.2% | -50.7% | -33.7% |
| 5Y | +83.7% | +73.2% | +10.5% | +1.1% |
| 10Y | +1,215.9% | +309.6% | +906.3% | +170.5% |
| All | +6,679.4% | +3,045.4% | +3,634.0% | +38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling