+1,044.2%
CDNS vs USFR
+28.1%
+1,016.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | -1.1% | +0.1% | -1.3% | -1.1% |
| 30D | -10.4% | +0.4% | -10.8% | -10.5% |
| 3M | -24.6% | +1.0% | -25.6% | -24.6% |
| 6M | -1.6% | +2.0% | -3.6% | -1.8% |
| YTD | -7.4% | +2.8% | -10.2% | -7.7% |
| 1Y | -18.4% | +4.1% | -22.5% | -18.9% |
| 3Y | +19.0% | +14.1% | +4.8% | +15.4% |
| 5Y | +73.4% | +20.6% | +52.8% | +65.3% |
| All | +1,044.2% | +28.1% | +1,016.1% | +939.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling