+1,569.6%
QQQ vs CDNS
+1,083.8%
+485.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.9% | +0.9% |
| 7D | +1.5% | -9.2% | +10.8% | +4.9% |
| 30D | -0.6% | -16.3% | +15.6% | +5.4% |
| 3M | +0.4% | -27.9% | +28.4% | +12.0% |
| 6M | +20.1% | -4.3% | +24.4% | +20.3% |
| YTD | +17.2% | -9.1% | +26.3% | +18.8% |
| 1Y | +24.7% | -21.2% | +45.9% | +32.3% |
| 3Y | +96.2% | +19.4% | +76.8% | +75.7% |
| 5Y | +94.4% | +71.6% | +22.8% | +52.0% |
| 10Y | +556.7% | +1,005.1% | -448.4% | +177.3% |
| All | +1,569.6% | +1,083.8% | +485.8% | +391.6% |
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