+6,783.6%
CDNS vs STT
+6,508.4%
+275.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.2% | +2.0% | +4.0% |
| 7D | +2.1% | +0.9% | +1.2% | +1.9% |
| 30D | -4.6% | -2.3% | -2.3% | -3.7% |
| 3M | -0.8% | -7.0% | +6.2% | +1.9% |
| 6M | -7.2% | +15.5% | -22.7% | -12.0% |
| YTD | +7.7% | +35.6% | -27.9% | -3.9% |
| 1Y | +3.5% | +47.9% | -44.3% | -10.5% |
| 3Y | +31.2% | +181.1% | -149.9% | -11.0% |
| 5Y | +84.5% | +108.2% | -23.7% | +35.8% |
| 10Y | +1,242.9% | +201.0% | +1,041.9% | +693.8% |
| All | +6,783.6% | +6,508.4% | +275.2% | +632.1% |
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