+427.3%
CSX vs CDNS
+1,164.5%
-737.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.7% | -6.1% | -4.1% |
| 7D | -5.5% | -2.4% | -3.1% | -4.9% |
| 30D | +4.9% | -10.2% | +15.1% | +7.7% |
| 3M | -2.9% | -5.5% | +2.6% | -2.1% |
| 6M | +8.3% | -9.9% | +18.2% | +9.6% |
| YTD | +36.7% | +2.3% | +34.4% | +31.4% |
| 1Y | +41.5% | -1.4% | +42.9% | +37.4% |
| 3Y | +68.6% | +28.1% | +40.5% | +42.7% |
| 5Y | +48.4% | +79.7% | -31.3% | +6.7% |
| All | +427.3% | +1,164.5% | -737.2% | +110.1% |
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