+53,204.8%
ORLY vs CDNS
+14,147.5%
+39,057.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -2.1% | -6.5% | +4.4% | -1.1% |
| 30D | -7.6% | -13.0% | +5.4% | -5.7% |
| 3M | -5.5% | -26.0% | +20.5% | -1.1% |
| 6M | -9.7% | -2.8% | -6.9% | -10.1% |
| YTD | -6.2% | -8.8% | +2.6% | -6.0% |
| 1Y | -18.6% | -15.8% | -2.8% | -17.6% |
| 3Y | +33.8% | +19.7% | +14.1% | +25.1% |
| 5Y | +116.5% | +70.8% | +45.8% | +88.0% |
| 10Y | +361.0% | +1,038.0% | -676.9% | +191.7% |
| All | +53,204.8% | +14,147.5% | +39,057.3% | +23,571.8% |
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