+71.6%
CDNS vs STZ
-36.5%
+108.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.6% | +2.7% | -1.9% |
| 7D | -9.2% | -7.4% | -1.9% | -8.0% |
| 30D | -16.3% | -10.9% | -5.4% | -14.6% |
| 3M | -27.9% | -13.4% | -14.5% | -26.2% |
| 6M | -4.3% | -16.2% | +11.9% | -2.2% |
| YTD | -9.1% | -10.4% | +1.3% | -9.9% |
| 1Y | -21.2% | -14.8% | -6.4% | -20.8% |
| 3Y | +19.4% | -50.1% | +69.5% | +41.3% |
| 5Y | +71.6% | -38.8% | +110.4% | +80.3% |
| All | +71.6% | -36.5% | +108.2% | +80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling