+5,721.4%
CDNS vs SU
+61,771.6%
-56,050.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.2% |
| 7D | -7.2% | +1.6% | -8.8% | -7.2% |
| 30D | -14.3% | +10.7% | -25.0% | -14.3% |
| 3M | -27.2% | +13.5% | -40.7% | -27.2% |
| 6M | -4.5% | +21.8% | -26.3% | -4.6% |
| YTD | -9.0% | +58.8% | -67.8% | -9.1% |
| 1Y | -21.3% | +72.0% | -93.4% | -21.4% |
| 3Y | +19.6% | +121.7% | -102.1% | +19.3% |
| 5Y | +71.5% | +350.4% | -278.9% | +70.8% |
| 10Y | +1,036.6% | +264.7% | +771.9% | +1,031.8% |
| All | +5,721.4% | +61,771.6% | -56,050.2% | +5,467.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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