+21.2%
CDNS vs Z
-32.8%
+54.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.5% |
| 7D | -14.0% | -3.0% | -11.0% | -13.3% |
| 30D | -13.2% | -4.2% | -9.0% | -12.5% |
| 3M | -28.9% | -3.7% | -25.2% | -28.8% |
| 6M | -4.2% | -24.5% | +20.3% | +1.7% |
| YTD | -6.4% | -49.3% | +42.9% | +9.2% |
| 1Y | -16.2% | -58.7% | +42.5% | +2.4% |
| All | +21.2% | -32.8% | +54.0% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling