+958.5%
SLB vs CDNS
+6,098.4%
-5,139.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.9% |
| 7D | +0.8% | -14.0% | +14.8% | +3.6% |
| 30D | +15.8% | -13.2% | +29.0% | +18.7% |
| 3M | -0.3% | -28.9% | +28.6% | +5.6% |
| 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% | +66.5% |
| 3Y | +3.8% | +20.2% | -16.4% | -2.7% |
| 5Y | +128.6% | +76.6% | +52.0% | +96.0% |
| 10Y | -3.1% | +1,029.7% | -1,032.7% | -41.0% |
| All | +958.5% | +6,098.4% | -5,139.9% | +335.1% |
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