+25.8%
ON vs CDNS
+86.7%
-60.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.7% |
| 7D | +17.0% | +7.0% | +10.0% | +11.5% |
| 30D | -3.9% | -0.3% | -3.6% | -3.4% |
| 3M | -11.5% | +3.2% | -14.7% | -13.9% |
| 6M | -29.2% | -6.9% | -22.3% | -26.5% |
| YTD | +36.2% | +6.6% | +29.5% | +24.6% |
| 1Y | +49.6% | +5.6% | +44.0% | +38.1% |
| 3Y | +9.4% | +27.4% | -18.0% | -21.2% |
| 5Y | +25.8% | +83.7% | -57.9% | -39.0% |
| All | +25.8% | +86.7% | -60.9% | -39.0% |
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