+414.9%
CSX vs CDNS
+1,098.6%
-683.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.2% |
| 7D | +6.0% | +1.0% | +5.0% | +5.7% |
| 30D | +7.8% | -2.0% | +9.8% | +8.0% |
| 3M | +4.1% | -0.2% | +4.3% | +3.3% |
| 6M | +17.9% | -8.9% | +26.8% | +18.9% |
| YTD | +44.9% | +3.3% | +41.6% | +38.8% |
| 1Y | +51.1% | +2.2% | +48.9% | +45.1% |
| 3Y | +78.3% | +22.4% | +55.9% | +53.4% |
| 5Y | +58.1% | +78.0% | -19.9% | +14.0% |
| All | +414.9% | +1,098.6% | -683.6% | +97.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling