+233.7%
SMH vs CDNS
+76.7%
+156.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | +0.1% | -0.9% |
| 7D | +4.9% | +1.0% | +3.9% | +4.2% |
| 30D | -13.8% | -2.0% | -11.9% | -12.4% |
| 3M | -17.4% | -0.2% | -17.1% | -17.8% |
| 6M | -15.0% | -8.9% | -6.1% | -10.7% |
| YTD | +35.2% | +3.3% | +31.8% | +26.9% |
| 1Y | +41.6% | +2.2% | +39.4% | +34.0% |
| 3Y | +215.6% | +22.4% | +193.2% | +146.7% |
| All | +233.7% | +76.7% | +156.9% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling