+8,897.7%
CDNS vs STRL
+10,012.8%
-1,115.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.7% | +2.5% |
| 7D | -2.4% | -26.9% | +24.5% | -0.9% |
| 30D | -10.2% | -52.7% | +42.5% | -6.6% |
| 3M | -5.5% | -52.8% | +47.4% | -1.8% |
| 6M | -9.9% | -71.5% | +61.6% | -4.2% |
| YTD | +2.3% | -17.4% | +19.8% | +1.7% |
| 1Y | -1.4% | -35.0% | +33.6% | -0.9% |
| 3Y | +28.1% | +239.2% | -211.1% | +17.2% |
| 5Y | +79.7% | +830.2% | -750.4% | +56.2% |
| 10Y | +1,183.3% | +3,574.7% | -2,391.4% | +934.0% |
| All | +8,897.7% | +10,012.8% | -1,115.1% | +7,109.6% |
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 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