+147.3%
IBM vs CDNS
+1,098.6%
-951.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.8% |
| 7D | +1.6% | +1.0% | +0.6% | +1.2% |
| 30D | +9.2% | -2.0% | +11.2% | +9.4% |
| 3M | +4.9% | -0.2% | +5.2% | +4.3% |
| 6M | +16.8% | -8.9% | +25.7% | +18.6% |
| YTD | -14.3% | +3.3% | -17.6% | -16.1% |
| 1Y | -16.7% | +2.2% | -18.9% | -18.4% |
| 3Y | +82.2% | +22.4% | +59.9% | +65.2% |
| 5Y | +149.9% | +78.0% | +71.9% | +98.2% |
| All | +147.3% | +1,098.6% | -951.3% | +1.5% |
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 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