-18.1%
CDNS vs SSPC
-33.6%
+15.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SSPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -3.0% |
| 7D | +1.0% | -8.1% | +9.0% | +0.4% |
| 30D | -2.0% | +5.4% | -7.3% | -1.0% |
| 3M | -0.2% | -19.7% | +19.5% | +0.1% |
| All | -18.1% | -33.6% | +15.5% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SSPC.
Daily Out/Under-Performance
Portfolio return minus SSPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSPC 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 6mo: compounded portfolio wealth divided by compounded SSPC 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…
6mo analysis · Full analysis span regression · Available span rolling