+2,239.0%
CDNS vs USFR
+28.6%
+2,210.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | -2.0% | +0.4% | -2.3% | -2.1% |
| 3M | -0.2% | +1.1% | -1.3% | -0.6% |
| 6M | -8.9% | +2.0% | -10.9% | -9.5% |
| YTD | +3.3% | +3.5% | -0.1% | +2.1% |
| 1Y | +2.2% | +4.1% | -1.9% | +0.8% |
| 3Y | +22.4% | +14.4% | +8.0% | +16.3% |
| 5Y | +78.0% | +21.4% | +56.6% | +65.2% |
| 10Y | +1,175.2% | +28.6% | +1,146.7% | +1,054.6% |
| All | +2,239.0% | +28.6% | +2,210.3% | +2,003.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling