+8,132.2%
CDNS vs STRL
+19,359.6%
-11,227.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.8% | -9.7% | -4.3% |
| 7D | -14.0% | +3.4% | -17.4% | -14.2% |
| 30D | -13.2% | -9.2% | -3.9% | -12.7% |
| 3M | -28.9% | -51.0% | +22.1% | -26.4% |
| 6M | -4.2% | +15.8% | -19.9% | -6.2% |
| YTD | -6.4% | +58.9% | -65.2% | -10.0% |
| 1Y | -16.2% | +68.5% | -84.7% | -20.0% |
| 3Y | +20.2% | +485.2% | -465.0% | +6.9% |
| 5Y | +76.6% | +2,005.1% | -1,928.5% | +47.3% |
| 10Y | +1,029.7% | +7,118.0% | -6,088.3% | +779.2% |
| All | +8,132.2% | +19,359.6% | -11,227.4% | +6,279.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling