+3.4%
CDNS vs Z
-59.6%
+63.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.0% |
| 7D | -0.1% | -13.1% | +13.0% | +2.2% |
| 30D | -5.5% | +5.9% | -11.4% | -7.1% |
| 3M | +0.5% | -13.7% | +14.2% | +2.9% |
| 6M | -9.6% | -27.1% | +17.5% | -3.4% |
| YTD | +5.3% | -56.8% | +62.1% | +27.6% |
| 1Y | +3.4% | -60.2% | +63.6% | +27.8% |
| All | +3.4% | -59.6% | +63.0% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling