-16.2%
CDNS vs STLD
+89.3%
-105.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.7% |
| 7D | -14.0% | +3.1% | -17.2% | -14.5% |
| 30D | -13.2% | -9.0% | -4.2% | -11.6% |
| 3M | -28.9% | -12.4% | -16.5% | -26.9% |
| 6M | -4.2% | +25.5% | -29.7% | -9.8% |
| YTD | -6.4% | +43.6% | -50.0% | -14.2% |
| 1Y | -16.2% | +87.2% | -103.4% | -27.4% |
| All | -16.2% | +89.3% | -105.5% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 1y: compounded portfolio wealth divided by compounded STLD 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…
1y analysis · Full analysis span regression · 6 months rolling