+19,165.6%
SOXL vs CDNS
+4,387.4%
+14,778.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.1% | -8.2% | -8.3% |
| 7D | +8.5% | -6.5% | +15.0% | +21.5% |
| 30D | -13.0% | -13.0% | 0.0% | +11.2% |
| 3M | -35.9% | -26.0% | -9.9% | +13.3% |
| 6M | +112.1% | -2.8% | +114.9% | +125.4% |
| YTD | +175.4% | -8.8% | +184.3% | +216.8% |
| 1Y | +304.9% | -15.8% | +320.7% | +464.2% |
| 3Y | +448.6% | +19.7% | +428.8% | +397.4% |
| 5Y | +156.1% | +70.8% | +85.3% | +74.8% |
| 10Y | +4,957.3% | +1,038.0% | +3,919.3% | +154.7% |
| All | +19,165.6% | +4,387.4% | +14,778.2% | +52.6% |
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