+141.6%
IBM vs CDNS
+1,218.1%
-1,076.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | -1.5% | +2.4% | -4.0% | -2.2% |
| 30D | +8.4% | -6.0% | +14.4% | +9.9% |
| 3M | +4.2% | -0.1% | +4.3% | +3.5% |
| 6M | +7.9% | -8.6% | +16.5% | +9.6% |
| YTD | -15.2% | +6.1% | -21.3% | -17.6% |
| 1Y | -18.7% | +0.8% | -19.5% | -20.1% |
| 3Y | +79.2% | +26.8% | +52.4% | +61.0% |
| 5Y | +144.7% | +86.9% | +57.9% | +91.3% |
| 10Y | +141.6% | +1,235.1% | -1,093.5% | -2.2% |
| All | +141.6% | +1,218.1% | -1,076.5% | -2.2% |
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