+1,206.6%
CDNS vs STT
+198.7%
+1,007.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +7.0% | +5.1% | +1.9% | +5.1% |
| 30D | -0.3% | -0.2% | 0.0% | -0.1% |
| 3M | +3.2% | -8.1% | +11.3% | +6.5% |
| 6M | -6.9% | +16.6% | -23.5% | -12.0% |
| YTD | +6.6% | +37.8% | -31.2% | -5.3% |
| 1Y | +5.6% | +46.8% | -41.2% | -8.3% |
| 3Y | +27.4% | +181.2% | -153.7% | -12.7% |
| 5Y | +83.7% | +105.1% | -21.4% | +35.5% |
| All | +1,206.6% | +198.7% | +1,007.9% | +726.6% |
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