+2,019.5%
CDNS vs USFR
+27.5%
+1,991.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -14.0% | +0.1% | -14.1% | -14.0% |
| 30D | -13.2% | +0.3% | -13.5% | -13.2% |
| 3M | -28.9% | +1.0% | -29.9% | -29.1% |
| 6M | -4.2% | +1.9% | -6.1% | -4.8% |
| YTD | -6.4% | +2.6% | -9.0% | -7.2% |
| 1Y | -16.2% | +4.0% | -20.2% | -17.4% |
| 3Y | +20.2% | +14.1% | +6.1% | +14.3% |
| 5Y | +76.6% | +20.4% | +56.2% | +64.4% |
| 10Y | +1,029.7% | +28.0% | +1,001.7% | +923.9% |
| All | +2,019.5% | +27.5% | +1,991.9% | +1,811.4% |
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 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