+1,026.7%
CDNS vs SRE
+124.1%
+902.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | -6.5% | -0.7% | -5.9% | -6.4% |
| 30D | -13.0% | -1.7% | -11.3% | -12.8% |
| 3M | -26.0% | -7.1% | -18.9% | -24.7% |
| 6M | -2.8% | -8.4% | +5.5% | -1.1% |
| YTD | -8.8% | -3.5% | -5.3% | -8.9% |
| 1Y | -15.8% | +5.4% | -21.2% | -18.4% |
| 3Y | +19.7% | +29.5% | -9.8% | +4.6% |
| 5Y | +70.8% | +48.3% | +22.5% | +40.9% |
| All | +1,026.7% | +124.1% | +902.6% | +700.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling