+19.4%
CDNS vs STZ
-50.3%
+69.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.6% | +2.7% | -2.7% |
| 7D | -9.2% | -7.4% | -1.9% | -8.9% |
| 30D | -16.3% | -10.9% | -5.4% | -15.9% |
| 3M | -27.9% | -13.4% | -14.5% | -27.5% |
| 6M | -4.3% | -16.2% | +11.9% | -4.1% |
| YTD | -9.1% | -10.4% | +1.3% | -10.7% |
| 1Y | -21.2% | -14.8% | -6.4% | -21.9% |
| 3Y | +19.4% | -50.1% | +69.5% | +26.6% |
| All | +19.4% | -50.3% | +69.7% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling