+2,413.6%
IBM vs CDNS
+6,098.4%
-3,684.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.8% |
| 7D | -0.3% | -14.0% | +13.7% | +2.4% |
| 30D | +0.3% | -13.2% | +13.4% | +2.8% |
| 3M | -21.6% | -28.9% | +7.3% | -16.8% |
| 6M | -4.7% | -4.2% | -0.5% | -4.3% |
| YTD | -19.1% | -6.4% | -12.7% | -18.5% |
| 1Y | -2.5% | -16.2% | +13.7% | 0.0% |
| 3Y | +74.2% | +20.2% | +54.0% | +64.5% |
| 5Y | +113.1% | +76.6% | +36.5% | +84.1% |
| 10Y | +133.5% | +1,029.7% | -896.1% | +42.9% |
| All | +2,413.6% | +6,098.4% | -3,684.8% | +801.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling