+9,714.3%
CSX vs CDNS
+6,674.8%
+3,039.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.7% | -6.1% | -3.9% |
| 7D | -5.5% | -2.4% | -3.1% | -5.1% |
| 30D | +4.9% | -10.2% | +15.1% | +6.8% |
| 3M | -2.9% | -5.5% | +2.6% | -2.3% |
| 6M | +8.3% | -9.9% | +18.2% | +9.3% |
| YTD | +36.7% | +2.3% | +34.4% | +33.6% |
| 1Y | +41.5% | -1.4% | +42.9% | +39.2% |
| 3Y | +68.6% | +28.1% | +40.5% | +54.4% |
| 5Y | +48.4% | +79.7% | -31.3% | +25.7% |
| 10Y | +446.6% | +1,183.3% | -736.7% | +220.4% |
| All | +9,714.3% | +6,674.8% | +3,039.6% | +3,546.4% |
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