+40.7%
IWM vs CDNS
+78.0%
-37.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.6% |
| 7D | +0.1% | -14.0% | +14.1% | +5.1% |
| 30D | -1.3% | -13.2% | +11.9% | +3.2% |
| 3M | +1.6% | -28.9% | +30.5% | +13.1% |
| 6M | +13.6% | -4.2% | +17.7% | +13.2% |
| YTD | +20.8% | -6.4% | +27.1% | +20.5% |
| 1Y | +26.4% | -16.2% | +42.6% | +30.8% |
| 3Y | +60.7% | +20.2% | +40.5% | +37.9% |
| All | +40.7% | +78.0% | -37.3% | -2.7% |
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