+71.6%
CDNS vs Z
-67.0%
+138.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.4% | +3.5% | -1.3% |
| 7D | -9.2% | -3.3% | -6.0% | -8.5% |
| 30D | -16.3% | -3.7% | -12.5% | -15.7% |
| 3M | -27.9% | -7.0% | -20.9% | -27.3% |
| 6M | -4.3% | -29.5% | +25.2% | +3.3% |
| YTD | -9.1% | -52.6% | +43.5% | +7.7% |
| 1Y | -21.2% | -64.0% | +42.8% | -0.5% |
| 3Y | +19.4% | -36.4% | +55.8% | +26.5% |
| 5Y | +71.6% | -65.8% | +137.4% | +80.6% |
| All | +71.6% | -67.0% | +138.6% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling