-15.8%
CDNS vs SRE
+7.5%
-23.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | -0.2% |
| 7D | -6.5% | -0.7% | -5.9% | -6.7% |
| 30D | -13.0% | -1.7% | -11.3% | -13.0% |
| 3M | -26.0% | -7.1% | -18.9% | -26.6% |
| 6M | -2.8% | -8.4% | +5.5% | -4.3% |
| YTD | -8.8% | -3.5% | -5.3% | -10.6% |
| 1Y | -15.8% | +5.4% | -21.2% | -14.2% |
| All | -15.8% | +7.5% | -23.4% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling