+5,887.0%
CDNS vs STT
+7,372.9%
-1,485.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.1% |
| 7D | -14.0% | +0.5% | -14.5% | -14.1% |
| 30D | -13.2% | +3.9% | -17.0% | -14.4% |
| 3M | -28.9% | +20.0% | -48.9% | -33.6% |
| 6M | -4.2% | +55.3% | -59.5% | -18.6% |
| YTD | -6.4% | +53.3% | -59.7% | -20.1% |
| 1Y | -16.2% | +74.7% | -90.9% | -31.9% |
| 3Y | +20.2% | +205.8% | -185.7% | -21.1% |
| 5Y | +76.6% | +145.0% | -68.4% | +22.1% |
| 10Y | +1,029.7% | +266.0% | +763.7% | +520.3% |
| All | +5,887.0% | +7,372.9% | -1,485.9% | +508.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling