+1,036.6%
CDNS vs STZ
-13.0%
+1,049.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -7.2% | -6.0% | -1.2% | -5.6% |
| 30D | -14.3% | -8.9% | -5.4% | -12.2% |
| 3M | -27.2% | -12.6% | -14.6% | -24.7% |
| 6M | -4.5% | -17.2% | +12.7% | -0.6% |
| YTD | -9.0% | -10.0% | +1.1% | -8.6% |
| 1Y | -21.3% | -14.3% | -7.0% | -20.0% |
| 3Y | +19.6% | -49.9% | +69.5% | +43.3% |
| 5Y | +71.5% | -38.2% | +109.8% | +89.4% |
| 10Y | +1,036.6% | -12.0% | +1,048.6% | +953.7% |
| All | +1,036.6% | -13.0% | +1,049.6% | +953.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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