+11,908.8%
GOOGL vs CDNS
+2,607.7%
+9,301.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.4% |
| 7D | +5.7% | +7.0% | -1.3% | +3.3% |
| 30D | -15.6% | -0.3% | -15.3% | -15.7% |
| 3M | -13.0% | +3.2% | -16.1% | -14.7% |
| 6M | -22.8% | -6.9% | -15.9% | -22.3% |
| YTD | -4.4% | +6.6% | -11.0% | -9.4% |
| 1Y | +4.5% | +5.6% | -1.2% | -0.7% |
| 3Y | +127.4% | +27.4% | +100.0% | +96.1% |
| 5Y | +102.8% | +83.7% | +19.1% | +52.5% |
| 10Y | +681.5% | +1,215.9% | -534.5% | +220.0% |
| All | +11,908.8% | +2,607.7% | +9,301.1% | +3,319.6% |
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 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