+2,121.8%
CMCSA vs CDNS
+6,958.5%
-4,836.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.1% |
| 7D | -0.6% | +7.0% | -7.6% | -2.0% |
| 30D | +18.8% | -0.3% | +19.0% | +18.4% |
| 3M | -1.1% | +3.2% | -4.3% | -2.5% |
| 6M | +2.5% | -6.9% | +9.4% | +2.7% |
| YTD | -6.7% | +6.6% | -13.4% | -10.2% |
| 1Y | 0.0% | +5.6% | -5.7% | -3.7% |
| 3Y | -28.9% | +27.4% | -56.3% | -36.1% |
| 5Y | -41.1% | +83.7% | -124.8% | -52.0% |
| 10Y | +4.5% | +1,215.9% | -1,211.4% | -45.2% |
| All | +2,121.8% | +6,958.5% | -4,836.7% | +460.7% |
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