+767.4%
GOOG vs CDNS
+1,042.5%
-275.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -2.5% | -6.5% | +4.0% | +0.4% |
| 30D | -3.6% | -13.0% | +9.4% | +2.1% |
| 3M | -6.4% | -26.0% | +19.6% | +6.1% |
| 6M | +7.8% | -2.8% | +10.6% | +6.0% |
| YTD | +5.5% | -8.8% | +14.3% | +5.6% |
| 1Y | +38.3% | -15.8% | +54.1% | +43.1% |
| 3Y | +143.1% | +19.7% | +123.4% | +98.9% |
| 5Y | +135.0% | +70.8% | +64.2% | +54.3% |
| All | +767.4% | +1,042.5% | -275.2% | +141.0% |
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