+1,005.1%
CDNS vs STRL
+7,463.3%
-6,458.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.2% | -6.2% | -3.5% |
| 7D | -9.2% | +10.1% | -19.3% | -10.9% |
| 30D | -16.3% | -8.2% | -8.1% | -15.2% |
| 3M | -27.9% | -43.7% | +15.8% | -21.4% |
| 6M | -4.3% | +27.1% | -31.4% | -14.0% |
| YTD | -9.1% | +64.0% | -73.1% | -23.0% |
| 1Y | -21.2% | +75.2% | -96.4% | -35.1% |
| 3Y | +19.4% | +539.9% | -520.5% | -26.5% |
| 5Y | +71.6% | +2,133.0% | -2,061.4% | -17.5% |
| 10Y | +1,005.1% | +7,178.3% | -6,173.2% | +311.6% |
| All | +1,005.1% | +7,463.3% | -6,458.2% | +311.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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