+0.8%
CDNS vs STZ
+17.1%
-16.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +2.4% | +5.3% | -2.9% | +3.9% |
| 30D | -6.0% | +19.6% | -25.6% | -0.9% |
| 3M | -0.1% | +10.0% | -10.0% | +3.6% |
| 6M | -8.6% | -0.3% | -8.3% | -7.5% |
| YTD | +6.1% | +8.6% | -2.5% | +5.1% |
| 1Y | +0.8% | +16.6% | -15.8% | +5.4% |
| All | +0.8% | +17.1% | -16.2% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling