+2,533.7%
IBM vs CDNS
+7,026.5%
-4,492.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.7% | -0.5% |
| 7D | -2.5% | +2.1% | -4.7% | -2.9% |
| 30D | +8.4% | -4.6% | +13.0% | +9.1% |
| 3M | +4.5% | -0.8% | +5.3% | +4.2% |
| 6M | +7.9% | -7.2% | +15.1% | +8.7% |
| YTD | -15.2% | +7.7% | -22.9% | -17.0% |
| 1Y | -17.6% | +3.5% | -21.1% | -18.8% |
| 3Y | +82.1% | +31.2% | +50.8% | +68.8% |
| 5Y | +143.3% | +84.5% | +58.8% | +108.1% |
| 10Y | +149.9% | +1,242.9% | -1,093.0% | +47.8% |
| All | +2,533.7% | +7,026.5% | -4,492.8% | +817.5% |
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 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