+9,772.3%
CSX vs CDNS
+6,098.4%
+3,673.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | +1.6% |
| 7D | -3.4% | -14.0% | +10.6% | -0.7% |
| 30D | -3.1% | -13.2% | +10.1% | -0.6% |
| 3M | +7.2% | -28.9% | +36.1% | +13.6% |
| 6M | +16.2% | -4.2% | +20.3% | +15.8% |
| YTD | +37.5% | -6.4% | +43.9% | +37.2% |
| 1Y | +53.2% | -16.2% | +69.4% | +55.7% |
| 3Y | +68.2% | +20.2% | +48.1% | +56.3% |
| 5Y | +65.2% | +76.6% | -11.4% | +40.7% |
| 10Y | +504.1% | +1,029.7% | -525.5% | +263.7% |
| All | +9,772.3% | +6,098.4% | +3,673.9% | +3,643.7% |
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