-4.2%
CDNS vs STRL
+15.4%
-19.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.8% | -9.7% | -4.4% |
| 7D | -14.0% | +3.4% | -17.4% | -14.2% |
| 30D | -13.2% | -9.2% | -3.9% | -12.6% |
| 3M | -28.9% | -51.0% | +22.1% | -25.7% |
| 6M | -4.2% | +15.8% | -19.9% | -7.5% |
| All | -4.2% | +15.4% | -19.5% | -7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling