+114.5%
IBM vs CDNS
+78.0%
+36.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.9% |
| 7D | -0.3% | -14.0% | +13.7% | +2.8% |
| 30D | +0.3% | -13.2% | +13.4% | +3.2% |
| 3M | -21.6% | -28.9% | +7.3% | -16.1% |
| 6M | -4.7% | -4.2% | -0.5% | -3.9% |
| YTD | -19.1% | -6.4% | -12.7% | -18.3% |
| 1Y | -2.5% | -16.2% | +13.7% | +0.1% |
| 3Y | +74.2% | +20.2% | +54.0% | +66.5% |
| All | +114.5% | +78.0% | +36.5% | +98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling