+22.4%
CDNS vs STT
+182.6%
-160.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -2.9% | -3.0% |
| 7D | +1.0% | +4.8% | -3.8% | -1.4% |
| 30D | -2.0% | +3.9% | -5.9% | -3.7% |
| 3M | -0.2% | -8.2% | +7.9% | +4.1% |
| 6M | -8.9% | +15.6% | -24.5% | -15.3% |
| YTD | +3.3% | +37.6% | -34.3% | -12.1% |
| 1Y | +2.2% | +50.1% | -47.9% | -16.6% |
| 3Y | +22.4% | +183.1% | -160.7% | -24.7% |
| All | +22.4% | +182.6% | -160.2% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling