+4,681.2%
DELL vs CDNS
+1,099.1%
+3,582.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.5% | +3.7% |
| 7D | +14.9% | -14.0% | +28.9% | +24.6% |
| 30D | +13.3% | -13.2% | +26.4% | +22.1% |
| 3M | +24.4% | -28.9% | +53.3% | +49.0% |
| 6M | +258.0% | -4.2% | +262.2% | +264.1% |
| YTD | +320.2% | -6.4% | +326.5% | +330.5% |
| 1Y | +319.1% | -16.2% | +335.3% | +353.1% |
| 3Y | +706.5% | +20.2% | +686.4% | +618.1% |
| 5Y | +1,071.9% | +76.6% | +995.3% | +734.4% |
| 10Y | +4,683.5% | +1,029.7% | +3,653.8% | +1,349.7% |
| All | +4,681.2% | +1,099.1% | +3,582.1% | +1,313.1% |
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