+818.8%
SLB vs CDNS
+6,674.8%
-5,856.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.2% | +0.1% |
| 7D | -7.1% | -2.4% | -4.7% | -6.7% |
| 30D | +4.1% | -10.2% | +14.3% | +6.0% |
| 3M | -2.6% | -5.5% | +2.8% | -2.0% |
| 6M | -8.6% | -9.9% | +1.3% | -7.5% |
| YTD | +32.2% | +2.3% | +29.9% | +29.8% |
| 1Y | +40.7% | -1.4% | +42.0% | +39.0% |
| 3Y | -4.5% | +28.1% | -32.6% | -11.6% |
| 5Y | +66.4% | +79.7% | -13.4% | +42.0% |
| 10Y | -15.1% | +1,183.3% | -1,198.4% | -49.5% |
| All | +818.8% | +6,674.8% | -5,856.0% | +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