-4.8%
SLB vs CDNS
+997.8%
-1,002.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.1% |
| 7D | +0.4% | -9.2% | +9.7% | +3.0% |
| 30D | +13.6% | -16.3% | +29.8% | +18.8% |
| 3M | +1.5% | -27.9% | +29.4% | +10.0% |
| 6M | +23.0% | -4.3% | +27.3% | +22.8% |
| YTD | +51.2% | -9.1% | +60.3% | +52.1% |
| 1Y | +63.5% | -21.2% | +84.7% | +70.5% |
| 3Y | +2.5% | +19.4% | -16.9% | -8.5% |
| 5Y | +139.2% | +71.6% | +67.6% | +82.8% |
| 10Y | -4.8% | +1,005.1% | -1,009.8% | -59.4% |
| All | -4.8% | +997.8% | -1,002.6% | -59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling