+4,651.6%
CDNS vs STLA
+263.8%
+4,387.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.3% |
| 7D | -14.0% | +2.6% | -16.6% | -14.5% |
| 30D | -13.2% | -1.2% | -11.9% | -13.1% |
| 3M | -28.9% | -24.8% | -4.1% | -24.7% |
| 6M | -4.2% | -25.6% | +21.4% | +1.2% |
| YTD | -6.4% | -48.9% | +42.6% | +5.7% |
| 1Y | -16.2% | -38.8% | +22.6% | -9.7% |
| 3Y | +20.2% | -64.5% | +84.7% | +41.8% |
| 5Y | +76.6% | -62.4% | +139.1% | +102.3% |
| 10Y | +1,029.7% | +55.4% | +974.3% | +901.1% |
| All | +4,651.6% | +263.8% | +4,387.8% | +3,896.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling