+2.1%
SLB vs CDNS
+19.0%
-16.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.9% |
| 7D | +0.8% | -14.0% | +14.8% | +3.7% |
| 30D | +15.8% | -13.2% | +29.0% | +18.8% |
| 3M | -0.3% | -28.9% | +28.6% | +6.1% |
| 6M | +21.3% | -4.2% | +25.5% | +21.3% |
| YTD | +52.3% | -6.4% | +58.7% | +52.3% |
| 1Y | +63.6% | -16.2% | +79.8% | +67.2% |
| All | +2.1% | +19.0% | -16.8% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling