+71.5%
CDNS vs USFR
+20.4%
+51.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -7.2% | +0.1% | -7.3% | -7.1% |
| 30D | -14.3% | +0.3% | -14.5% | -13.9% |
| 3M | -27.2% | +1.0% | -28.2% | -26.3% |
| 6M | -4.5% | +1.9% | -6.5% | -2.8% |
| YTD | -9.0% | +2.7% | -11.6% | -7.1% |
| 1Y | -21.3% | +4.0% | -25.3% | -19.4% |
| 3Y | +19.6% | +14.0% | +5.5% | +25.6% |
| 5Y | +71.5% | +20.4% | +51.1% | +87.3% |
| All | +71.5% | +20.4% | +51.1% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling