+72.2%
CSX vs CDNS
+20.2%
+52.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | +1.3% |
| 7D | -3.4% | -14.0% | +10.6% | -1.6% |
| 30D | -3.1% | -13.2% | +10.1% | -1.4% |
| 3M | +7.2% | -28.9% | +36.1% | +11.6% |
| 6M | +16.2% | -4.2% | +20.3% | +15.4% |
| YTD | +37.5% | -6.4% | +43.9% | +36.6% |
| 1Y | +53.2% | -16.2% | +69.4% | +54.8% |
| All | +72.2% | +20.2% | +52.0% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling