+31,139.8%
HD vs CDNS
+6,098.4%
+25,041.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | +1.8% |
| 7D | -2.1% | -14.0% | +12.0% | +1.1% |
| 30D | -8.4% | -13.2% | +4.7% | -5.7% |
| 3M | +4.3% | -28.9% | +33.2% | +11.8% |
| 6M | -11.1% | -4.2% | -7.0% | -11.4% |
| YTD | -4.7% | -6.4% | +1.7% | -4.8% |
| 1Y | -19.8% | -16.2% | -3.6% | -18.2% |
| 3Y | +4.1% | +20.2% | -16.1% | -4.3% |
| 5Y | +10.3% | +76.6% | -66.3% | -8.3% |
| 10Y | +203.2% | +1,029.7% | -826.5% | +68.0% |
| All | +31,139.8% | +6,098.4% | +25,041.4% | +8,161.1% |
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