+1,036.6%
CDNS vs STT
+262.1%
+774.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -7.2% | +1.0% | -8.2% | -7.5% |
| 30D | -14.3% | +2.8% | -17.0% | -15.1% |
| 3M | -27.2% | +18.1% | -45.3% | -31.6% |
| 6M | -4.5% | +59.2% | -63.7% | -19.4% |
| YTD | -9.0% | +51.5% | -60.4% | -21.9% |
| 1Y | -21.3% | +75.7% | -97.0% | -36.0% |
| 3Y | +19.6% | +200.8% | -181.2% | -20.1% |
| 5Y | +71.5% | +155.8% | -84.2% | +17.4% |
| 10Y | +1,036.6% | +266.4% | +770.2% | +553.8% |
| All | +1,036.6% | +262.1% | +774.5% | +553.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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