+5,853.2%
CDNS vs SPY
+3,091.8%
+2,761.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.5% |
| 7D | -14.0% | +0.1% | -14.1% | -14.1% |
| 30D | -13.2% | +0.1% | -13.2% | -13.1% |
| 3M | -28.9% | +2.0% | -30.9% | -30.4% |
| 6M | -4.2% | +13.0% | -17.2% | -16.8% |
| YTD | -6.4% | +13.5% | -19.9% | -18.9% |
| 1Y | -16.2% | +20.0% | -36.2% | -31.9% |
| 3Y | +20.2% | +77.2% | -57.0% | -37.2% |
| 5Y | +76.6% | +81.9% | -5.2% | -8.4% |
| 10Y | +1,029.7% | +314.1% | +715.6% | +128.6% |
| All | +5,853.2% | +3,091.8% | +2,761.4% | +18.8% |
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 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