+149.2%
SOXL vs CDNS
+69.8%
+79.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.1% | -8.2% | -8.3% |
| 7D | +8.5% | -6.5% | +15.0% | +22.0% |
| 30D | -13.0% | -13.0% | 0.0% | +12.1% |
| 3M | -35.9% | -26.0% | -9.9% | +15.9% |
| 6M | +112.1% | -2.8% | +114.9% | +123.5% |
| YTD | +175.4% | -8.8% | +184.3% | +214.4% |
| 1Y | +304.9% | -15.8% | +320.7% | +466.7% |
| 3Y | +448.6% | +19.7% | +428.8% | +325.2% |
| All | +149.2% | +69.8% | +79.4% | +20.8% |
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