+1.8%
QCOM vs CDNS
+1.6%
+0.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.8% |
| 7D | +5.5% | +2.4% | +3.1% | +4.7% |
| 30D | -1.1% | -6.0% | +4.9% | +1.3% |
| 3M | +7.6% | -0.1% | +7.7% | +7.3% |
| 6M | -20.1% | -8.6% | -11.5% | -17.4% |
| YTD | +3.0% | +6.1% | -3.1% | +0.3% |
| All | +1.8% | +1.6% | +0.3% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling