+1,036.6%
CDNS vs STLA
+46.8%
+989.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.7% |
| 7D | -7.2% | +0.4% | -7.6% | -7.3% |
| 30D | -14.3% | -5.2% | -9.1% | -13.1% |
| 3M | -27.2% | -24.9% | -2.3% | -21.5% |
| 6M | -4.5% | -25.2% | +20.7% | +2.4% |
| YTD | -9.0% | -51.4% | +42.5% | +8.5% |
| 1Y | -21.3% | -40.7% | +19.4% | -12.7% |
| 3Y | +19.6% | -66.3% | +85.8% | +51.0% |
| 5Y | +71.5% | -63.2% | +134.8% | +104.6% |
| 10Y | +1,036.6% | +48.7% | +987.8% | +889.9% |
| All | +1,036.6% | +46.8% | +989.8% | +889.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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