+6,683.5%
CDNS vs STT
+6,537.0%
+146.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | +2.4% | +1.1% | +1.3% | +2.1% |
| 30D | -6.0% | -1.9% | -4.1% | -5.2% |
| 3M | -0.1% | -7.6% | +7.5% | +2.9% |
| 6M | -8.6% | +16.0% | -24.5% | -13.4% |
| YTD | +6.1% | +36.2% | -30.1% | -5.4% |
| 1Y | +0.8% | +46.8% | -46.0% | -12.6% |
| 3Y | +26.8% | +177.8% | -151.0% | -13.6% |
| 5Y | +86.9% | +105.8% | -19.0% | +38.1% |
| 10Y | +1,235.1% | +197.6% | +1,037.5% | +692.6% |
| All | +6,683.5% | +6,537.0% | +146.6% | +620.3% |
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