+800.6%
CDNS vs SRE
+1,525.5%
-724.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.8% |
| 7D | -14.0% | -0.3% | -13.7% | -14.0% |
| 30D | -13.2% | -0.7% | -12.4% | -13.2% |
| 3M | -28.9% | -6.3% | -22.6% | -27.6% |
| 6M | -4.2% | -10.7% | +6.5% | -1.2% |
| YTD | -6.4% | -3.5% | -2.9% | -6.3% |
| 1Y | -16.2% | +5.3% | -21.5% | -19.1% |
| 3Y | +20.2% | +31.8% | -11.6% | +3.5% |
| 5Y | +76.6% | +47.4% | +29.3% | +44.5% |
| 10Y | +1,029.7% | +120.6% | +909.1% | +652.7% |
| All | +800.6% | +1,525.5% | -724.9% | +247.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling