+678.3%
DELL vs CDNS
+19.2%
+659.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.1% |
| 7D | +8.7% | -7.2% | +15.9% | +14.1% |
| 30D | +16.9% | -14.3% | +31.2% | +29.2% |
| 3M | +40.4% | -27.2% | +67.6% | +72.4% |
| 6M | +267.1% | -4.5% | +271.6% | +273.9% |
| YTD | +329.1% | -9.0% | +338.0% | +348.1% |
| 1Y | +346.9% | -21.3% | +368.3% | +413.4% |
| All | +678.3% | +19.2% | +659.1% | +580.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling