+115.3%
SPOT vs CDNS
+72.4%
+42.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | 0.0% |
| 7D | -3.1% | -1.1% | -1.9% | -2.5% |
| 30D | +7.4% | -10.4% | +17.8% | +12.6% |
| 3M | +8.2% | -24.6% | +32.8% | +22.6% |
| 6M | +2.2% | -1.6% | +3.8% | -0.3% |
| YTD | -9.5% | -7.4% | -2.0% | -9.7% |
| 1Y | -23.8% | -18.4% | -5.4% | -19.4% |
| 3Y | +233.5% | +19.0% | +214.5% | +150.4% |
| All | +115.3% | +72.4% | +42.8% | +9.7% |
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 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