+1,166.2%
CDNS vs Z
-16.5%
+1,182.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.5% | -6.6% | -3.9% |
| 7D | +1.0% | +0.8% | +0.1% | +0.7% |
| 30D | -2.0% | +5.2% | -7.1% | -4.0% |
| 3M | -0.2% | -17.0% | +16.8% | +3.0% |
| 6M | -8.9% | -22.7% | +13.8% | -4.9% |
| YTD | +3.3% | -56.3% | +59.7% | +22.9% |
| 1Y | +2.2% | -57.7% | +59.9% | +22.3% |
| 3Y | +22.4% | -16.5% | +38.9% | +19.8% |
| 5Y | +78.0% | -53.4% | +131.4% | +89.4% |
| All | +1,166.2% | -16.5% | +1,182.7% | +971.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling