+6,943.7%
CDNS vs STZ
+11,023.3%
-4,079.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.5% | +2.7% | +4.6% |
| 7D | +2.1% | +3.4% | -1.3% | +1.3% |
| 30D | -4.6% | +19.6% | -24.2% | -9.0% |
| 3M | -0.8% | +8.0% | -8.8% | -3.3% |
| 6M | -7.2% | -0.3% | -7.0% | -8.1% |
| YTD | +7.7% | +8.6% | -0.9% | +3.2% |
| 1Y | +3.5% | +17.3% | -13.8% | -2.8% |
| 3Y | +31.2% | -34.7% | +65.9% | +40.9% |
| 5Y | +84.5% | -27.6% | +112.1% | +92.3% |
| 10Y | +1,242.9% | +11.8% | +1,231.1% | +1,117.8% |
| All | +6,943.7% | +11,023.3% | -4,079.6% | +2,105.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling