-1.6%
F vs CDNS
+3.1%
-4.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.5% | +0.1% |
| 7D | -0.6% | +2.1% | -2.8% | -0.9% |
| 30D | +2.9% | -4.6% | +7.5% | +3.4% |
| 3M | -9.5% | -0.8% | -8.7% | -9.5% |
| 6M | +4.0% | -7.2% | +11.2% | +4.5% |
| YTD | -1.3% | +7.7% | -8.9% | -4.4% |
| All | -1.6% | +3.1% | -4.6% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling