+26.8%
CDNS vs STLA
-74.3%
+101.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.2% | -0.8% |
| 7D | +2.4% | -4.9% | +7.3% | +3.5% |
| 30D | -6.0% | -4.9% | -1.1% | -5.3% |
| 3M | -0.1% | -23.7% | +23.6% | +4.8% |
| 6M | -8.6% | -45.0% | +36.4% | +1.9% |
| YTD | +6.1% | -60.9% | +67.0% | +25.3% |
| 1Y | +0.8% | -58.9% | +59.7% | +17.2% |
| 3Y | +26.8% | -74.4% | +101.2% | +56.5% |
| All | +26.8% | -74.3% | +101.0% | +56.5% |
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