+2,550.6%
SOXX vs CDNS
+1,500.5%
+1,050.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.1% |
| 7D | +1.4% | -1.1% | +2.5% | +1.9% |
| 30D | -3.6% | -10.4% | +6.9% | +1.7% |
| 3M | -10.2% | -24.6% | +14.4% | +3.4% |
| 6M | +54.2% | -1.6% | +55.9% | +53.6% |
| YTD | +75.2% | -7.4% | +82.6% | +78.4% |
| 1Y | +107.5% | -18.4% | +125.9% | +125.6% |
| 3Y | +226.8% | +19.0% | +207.8% | +188.8% |
| 5Y | +251.2% | +73.4% | +177.8% | +157.2% |
| 10Y | +1,567.6% | +1,055.6% | +512.0% | +409.1% |
| All | +2,550.6% | +1,500.5% | +1,050.1% | +456.8% |
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 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