+56.9%
ON vs CDNS
+71.8%
-14.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.3% |
| 7D | -1.9% | -7.2% | +5.3% | +3.4% |
| 30D | -11.0% | -14.3% | +3.2% | -1.2% |
| 3M | -39.3% | -27.2% | -12.1% | -24.6% |
| 6M | +19.8% | -4.5% | +24.4% | +20.5% |
| YTD | +31.1% | -9.0% | +40.0% | +34.4% |
| 1Y | +46.0% | -21.3% | +67.3% | +67.1% |
| 3Y | -27.5% | +19.6% | -47.1% | -46.3% |
| 5Y | +56.9% | +71.5% | -14.6% | -17.7% |
| All | +56.9% | +71.8% | -14.9% | -17.7% |
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