+33,321.4%
HD vs CDNS
+6,674.8%
+26,646.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.6% | -2.4% |
| 7D | +4.3% | -2.4% | +6.8% | +4.9% |
| 30D | +20.2% | -10.2% | +30.4% | +22.6% |
| 3M | -1.0% | -5.5% | +4.5% | -0.4% |
| 6M | +7.9% | -9.9% | +17.8% | +8.9% |
| YTD | +2.0% | +2.3% | -0.4% | -0.6% |
| 1Y | -4.3% | -1.4% | -2.9% | -6.0% |
| 3Y | +25.9% | +28.1% | -2.2% | +13.7% |
| 5Y | +5.8% | +79.7% | -73.9% | -12.7% |
| 10Y | +262.5% | +1,183.3% | -920.7% | +94.6% |
| All | +33,321.4% | +6,674.8% | +26,646.6% | +8,526.5% |
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