+4,942.5%
CVX vs CDNS
+6,740.2%
-1,797.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +2.0% |
| 7D | +3.4% | +1.0% | +2.5% | +3.3% |
| 30D | -1.0% | -2.0% | +1.0% | -0.9% |
| 3M | +12.2% | -0.2% | +12.4% | +11.8% |
| 6M | +20.3% | -8.9% | +29.2% | +20.7% |
| YTD | +48.3% | +3.3% | +45.0% | +45.6% |
| 1Y | +46.9% | +2.2% | +44.7% | +44.3% |
| 3Y | +73.1% | +22.4% | +50.7% | +63.5% |
| 5Y | +135.2% | +78.0% | +57.2% | +108.7% |
| 10Y | +214.4% | +1,175.2% | -960.8% | +117.3% |
| All | +4,942.5% | +6,740.2% | -1,797.7% | +2,480.9% |
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