+19.4%
CDNS vs USFR
+14.0%
+5.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -3.0% | -2.8% |
| 7D | -9.2% | +0.1% | -9.3% | -9.1% |
| 30D | -16.3% | +0.3% | -16.6% | -15.6% |
| 3M | -27.9% | +1.0% | -28.9% | -26.4% |
| 6M | -4.3% | +1.9% | -6.2% | -1.4% |
| YTD | -9.1% | +2.7% | -11.8% | -6.0% |
| 1Y | -21.2% | +4.0% | -25.2% | -18.1% |
| 3Y | +19.4% | +14.0% | +5.3% | +29.4% |
| All | +19.4% | +14.0% | +5.3% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling