+19.4%
CDNS vs STLA
-65.4%
+84.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.1% | -2.3% |
| 7D | -9.2% | +0.7% | -10.0% | -9.4% |
| 30D | -16.3% | -2.4% | -13.9% | -15.9% |
| 3M | -27.9% | -23.9% | -4.1% | -24.2% |
| 6M | -4.3% | -24.6% | +20.3% | +0.4% |
| YTD | -9.1% | -50.5% | +41.4% | +3.0% |
| 1Y | -21.2% | -39.8% | +18.6% | -15.9% |
| 3Y | +19.4% | -65.6% | +85.0% | +36.4% |
| All | +19.4% | -65.4% | +84.8% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling