+1,295.1%
CDNS vs Z
+25.1%
+1,270.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.5% |
| 7D | -14.0% | -3.0% | -11.0% | -13.4% |
| 30D | -13.2% | -4.2% | -9.0% | -12.6% |
| 3M | -28.9% | -3.7% | -25.2% | -28.8% |
| 6M | -4.2% | -24.5% | +20.3% | +1.3% |
| YTD | -6.4% | -49.3% | +42.9% | +8.2% |
| 1Y | -16.2% | -58.7% | +42.5% | +1.0% |
| 3Y | +20.2% | -34.1% | +54.3% | +25.6% |
| 5Y | +76.6% | -64.5% | +141.2% | +98.2% |
| 10Y | +1,029.7% | -0.5% | +1,030.2% | +849.1% |
| All | +1,295.1% | +25.1% | +1,270.0% | +986.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling