+77.4%
CDNS vs STRL
+2,010.6%
-1,933.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.8% | -9.7% | -5.1% |
| 7D | -14.0% | +3.4% | -17.4% | -14.6% |
| 30D | -13.2% | -9.2% | -3.9% | -11.7% |
| 3M | -28.9% | -51.0% | +22.1% | -19.2% |
| 6M | -4.2% | +15.8% | -19.9% | -14.3% |
| YTD | -6.4% | +58.9% | -65.2% | -23.7% |
| 1Y | -16.2% | +68.5% | -84.7% | -34.3% |
| 3Y | +20.2% | +485.2% | -465.0% | -35.9% |
| All | +77.4% | +2,010.6% | -1,933.2% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling