+31.2%
CDNS vs STZ
-35.4%
+66.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.5% | +2.7% | +5.2% |
| 7D | +2.1% | +3.4% | -1.3% | +2.1% |
| 30D | -4.6% | +19.6% | -24.2% | -4.6% |
| 3M | -0.8% | +8.0% | -8.8% | -0.5% |
| 6M | -7.2% | -0.3% | -7.0% | -6.6% |
| YTD | +7.7% | +8.6% | -0.9% | +5.5% |
| 1Y | +3.5% | +17.3% | -13.8% | 0.0% |
| 3Y | +31.2% | -34.7% | +65.9% | +37.0% |
| All | +31.2% | -35.4% | +66.7% | +37.0% |
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