+163.5%
CIEN vs CDNS
+1,462.1%
-1,298.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.9% | +9.3% | +7.8% |
| 7D | -5.3% | -9.2% | +4.0% | -0.7% |
| 30D | -17.2% | -16.3% | -1.0% | -9.6% |
| 3M | -26.9% | -27.9% | +1.1% | -13.8% |
| 6M | +16.0% | -4.3% | +20.3% | +16.7% |
| YTD | +45.9% | -9.1% | +55.0% | +49.7% |
| 1Y | +186.8% | -21.2% | +208.0% | +214.4% |
| 3Y | +607.8% | +19.4% | +588.4% | +520.8% |
| 5Y | +506.7% | +71.6% | +435.1% | +328.9% |
| 10Y | +1,438.7% | +1,005.1% | +433.7% | +300.6% |
| All | +163.5% | +1,462.1% | -1,298.6% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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