+144.5%
IBM vs CDNS
+1,013.9%
-869.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | +3.6% | -7.2% | +10.8% | +5.6% |
| 30D | +1.5% | -14.3% | +15.8% | +5.6% |
| 3M | -12.9% | -27.2% | +14.3% | -5.6% |
| 6M | -3.9% | -4.5% | +0.6% | -3.1% |
| YTD | -17.3% | -9.0% | -8.4% | -15.9% |
| 1Y | -5.0% | -21.3% | +16.3% | 0.0% |
| 3Y | +78.2% | +19.6% | +58.6% | +63.1% |
| 5Y | +120.6% | +71.5% | +49.1% | +75.7% |
| 10Y | +144.5% | +1,036.6% | -892.1% | -0.2% |
| All | +144.5% | +1,013.9% | -869.4% | -0.2% |
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