+68.6%
CSX vs CDNS
+27.9%
+40.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.7% | -6.1% | -3.7% |
| 7D | -5.5% | -2.4% | -3.1% | -5.3% |
| 30D | +4.9% | -10.2% | +15.1% | +6.1% |
| 3M | -2.9% | -5.5% | +2.6% | -2.4% |
| 6M | +8.3% | -9.9% | +18.2% | +9.0% |
| YTD | +36.7% | +2.3% | +34.4% | +34.1% |
| 1Y | +41.5% | -1.4% | +42.9% | +39.6% |
| 3Y | +68.6% | +28.1% | +40.5% | +57.2% |
| All | +68.6% | +27.9% | +40.7% | +57.2% |
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