+1,269.2%
SMH vs CDNS
+1,415.3%
-146.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +2.6% |
| 7D | +5.2% | -9.2% | +14.5% | +10.2% |
| 30D | -1.5% | -16.3% | +14.7% | +7.2% |
| 3M | -4.1% | -27.9% | +23.9% | +12.3% |
| 6M | +50.8% | -4.3% | +55.1% | +52.1% |
| YTD | +59.3% | -9.1% | +68.4% | +63.5% |
| 1Y | +94.1% | -21.2% | +115.3% | +113.3% |
| 3Y | +286.7% | +19.4% | +267.3% | +244.6% |
| 5Y | +339.4% | +71.6% | +267.8% | +230.3% |
| 10Y | +1,803.3% | +1,005.1% | +798.2% | +528.4% |
| All | +1,269.2% | +1,415.3% | -146.0% | +199.1% |
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