+133.6%
HOOD vs CDNS
+129.4%
+4.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.3% |
| 7D | -5.1% | +2.4% | -7.5% | -6.5% |
| 30D | -25.4% | -6.0% | -19.4% | -22.0% |
| 3M | -14.0% | -0.1% | -13.9% | -14.8% |
| 6M | +5.6% | -8.6% | +14.1% | +10.1% |
| YTD | -28.1% | +6.1% | -34.2% | -34.1% |
| 1Y | -40.1% | +0.8% | -41.0% | -42.7% |
| 3Y | +888.2% | +26.8% | +861.4% | +661.7% |
| 5Y | +135.8% | +86.9% | +48.9% | +21.2% |
| All | +133.6% | +129.4% | +4.2% | +21.8% |
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