+1,537.1%
SOXX vs CDNS
+1,060.3%
+476.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +0.8% |
| 7D | +1.4% | -1.1% | +2.5% | +2.1% |
| 30D | -3.6% | -10.4% | +6.9% | +3.4% |
| 3M | -10.2% | -24.6% | +14.4% | +8.1% |
| 6M | +54.2% | -1.6% | +55.9% | +52.4% |
| YTD | +75.2% | -7.4% | +82.6% | +77.9% |
| 1Y | +107.5% | -18.4% | +125.9% | +130.2% |
| 3Y | +226.8% | +19.0% | +207.8% | +164.4% |
| 5Y | +251.2% | +73.4% | +177.8% | +111.9% |
| All | +1,537.1% | +1,060.3% | +476.8% | +226.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling