+95.1%
F vs CDNS
+1,030.1%
-935.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.5% | +2.7% |
| 7D | +5.3% | -14.0% | +19.3% | +10.0% |
| 30D | +4.6% | -13.2% | +17.8% | +8.8% |
| 3M | -3.7% | -28.9% | +25.2% | +6.1% |
| 6M | +16.8% | -4.2% | +21.0% | +16.3% |
| YTD | +15.3% | -6.4% | +21.7% | +14.8% |
| 1Y | +31.0% | -16.2% | +47.2% | +34.6% |
| 3Y | +45.4% | +20.2% | +25.3% | +25.9% |
| 5Y | +54.7% | +76.6% | -22.0% | +13.7% |
| All | +95.1% | +1,030.1% | -935.0% | -20.0% |
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