+6,841.3%
CDNS vs STZ
+11,023.3%
-4,182.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +2.4% | +5.3% | -2.9% | +1.1% |
| 30D | -6.0% | +19.6% | -25.6% | -10.3% |
| 3M | -0.1% | +10.0% | -10.0% | -3.0% |
| 6M | -8.6% | -0.3% | -8.3% | -9.4% |
| YTD | +6.1% | +8.6% | -2.5% | +1.7% |
| 1Y | +0.8% | +16.6% | -15.8% | -5.2% |
| 3Y | +26.8% | -34.8% | +61.6% | +36.2% |
| 5Y | +86.9% | -27.8% | +114.7% | +94.9% |
| 10Y | +1,235.1% | +12.5% | +1,222.6% | +1,108.8% |
| All | +6,841.3% | +11,023.3% | -4,182.0% | +2,073.2% |
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