+10,105.9%
CSX vs CDNS
+6,923.0%
+3,183.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.6% | +1.5% |
| 7D | +0.7% | +2.4% | -1.7% | +0.2% |
| 30D | +8.1% | -6.0% | +14.1% | +9.1% |
| 3M | +2.2% | -0.1% | +2.3% | +1.7% |
| 6M | +14.6% | -8.6% | +23.2% | +15.3% |
| YTD | +42.2% | +6.1% | +36.1% | +38.0% |
| 1Y | +47.3% | +0.8% | +46.5% | +44.3% |
| 3Y | +73.5% | +26.8% | +46.7% | +59.3% |
| 5Y | +54.1% | +86.9% | -32.8% | +29.5% |
| 10Y | +409.0% | +1,235.1% | -826.1% | +196.2% |
| All | +10,105.9% | +6,923.0% | +3,183.0% | +3,666.4% |
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