+219.2%
CVX vs CDNS
+1,060.3%
-841.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -0.9% | +0.3% |
| 7D | +2.6% | -1.1% | +3.8% | +2.8% |
| 30D | +9.8% | -10.4% | +20.3% | +12.0% |
| 3M | +16.2% | -24.6% | +40.8% | +22.4% |
| 6M | +13.6% | -1.6% | +15.2% | +11.8% |
| YTD | +44.4% | -7.4% | +51.8% | +43.2% |
| 1Y | +40.6% | -18.4% | +59.0% | +43.4% |
| 3Y | +48.2% | +19.0% | +29.2% | +31.1% |
| 5Y | +172.3% | +73.4% | +98.9% | +105.7% |
| All | +219.2% | +1,060.3% | -841.1% | +24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling