+84.5%
CDNS vs Z
-55.0%
+139.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.8% | +1.4% | +4.3% |
| 7D | +2.1% | -5.2% | +7.3% | +3.3% |
| 30D | -4.6% | +5.7% | -10.3% | -6.7% |
| 3M | -0.8% | -8.7% | +7.9% | +0.1% |
| 6M | -7.2% | -26.0% | +18.8% | -1.5% |
| YTD | +7.7% | -55.0% | +62.7% | +29.1% |
| 1Y | +3.5% | -58.0% | +61.5% | +26.1% |
| 3Y | +31.2% | -15.2% | +46.4% | +27.3% |
| 5Y | +84.5% | -53.8% | +138.3% | +89.4% |
| All | +84.5% | -55.0% | +139.5% | +89.4% |
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