+827.3%
SLB vs CDNS
+7,026.5%
-6,199.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.3% | 0.0% |
| 7D | -3.7% | +2.1% | -5.8% | -4.1% |
| 30D | +2.9% | -4.6% | +7.5% | +3.7% |
| 3M | +0.2% | -0.8% | +1.0% | 0.0% |
| 6M | -4.4% | -7.2% | +2.8% | -3.8% |
| YTD | +33.4% | +7.7% | +25.8% | +29.8% |
| 1Y | +40.8% | +3.5% | +37.3% | +37.9% |
| 3Y | +3.2% | +31.2% | -28.0% | -4.9% |
| 5Y | +64.8% | +84.5% | -19.7% | +40.0% |
| 10Y | -16.6% | +1,242.9% | -1,259.5% | -50.8% |
| All | +827.3% | +7,026.5% | -6,199.2% | +270.9% |
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 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