+1,481.8%
QQQ vs CDNS
+1,245.9%
+235.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.1% |
| 7D | +3.6% | +1.0% | +2.7% | +3.3% |
| 30D | -6.7% | -2.0% | -4.8% | -6.2% |
| 3M | -7.0% | -0.2% | -6.8% | -7.5% |
| 6M | -4.7% | -8.9% | +4.2% | -2.7% |
| YTD | +11.1% | +3.3% | +7.7% | +7.3% |
| 1Y | +12.3% | +2.2% | +10.1% | +8.8% |
| 3Y | +83.3% | +22.4% | +60.9% | +62.4% |
| 5Y | +77.5% | +78.0% | -0.5% | +36.7% |
| 10Y | +528.3% | +1,175.2% | -646.9% | +151.8% |
| All | +1,481.8% | +1,245.9% | +235.9% | +344.0% |
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 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