+5,887.0%
CDNS vs WY
+688.1%
+5,198.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.3% |
| 7D | -14.0% | -1.7% | -12.3% | -13.4% |
| 30D | -13.2% | -10.1% | -3.1% | -9.4% |
| 3M | -28.9% | -5.1% | -23.8% | -27.9% |
| 6M | -4.2% | -4.8% | +0.6% | -3.4% |
| YTD | -6.4% | -0.2% | -6.1% | -8.1% |
| 1Y | -16.2% | -6.6% | -9.6% | -15.7% |
| 3Y | +20.2% | -22.7% | +42.9% | +27.9% |
| 5Y | +76.6% | -22.2% | +98.8% | +86.5% |
| 10Y | +1,029.7% | +7.3% | +1,022.4% | +856.7% |
| All | +5,887.0% | +688.1% | +5,198.9% | +1,761.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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