+196.1%
ON vs CDNS
+1,772.5%
-1,576.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.1% | -0.5% | -1.9% |
| 7D | +12.2% | +1.0% | +11.3% | +11.8% |
| 30D | -3.1% | -2.0% | -1.2% | -1.8% |
| 3M | -12.9% | -0.2% | -12.6% | -13.0% |
| 6M | -38.6% | -8.9% | -29.7% | -35.7% |
| YTD | +31.2% | +3.3% | +27.9% | +25.5% |
| 1Y | +47.6% | +2.2% | +45.4% | +42.3% |
| 3Y | +6.6% | +22.4% | -15.8% | -9.8% |
| 5Y | +21.3% | +78.0% | -56.8% | -15.7% |
| 10Y | +533.3% | +1,175.2% | -641.9% | +62.5% |
| All | +196.1% | +1,772.5% | -1,576.4% | -53.1% |
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