+264.0%
SPOT vs CDNS
+712.8%
-448.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.8% | -1.1% |
| 7D | -0.9% | -14.0% | +13.1% | +6.7% |
| 30D | +12.5% | -13.2% | +25.6% | +20.1% |
| 3M | +9.9% | -28.9% | +38.8% | +28.7% |
| 6M | +1.6% | -4.2% | +5.7% | +0.7% |
| YTD | -6.6% | -6.4% | -0.2% | -7.2% |
| 1Y | -22.9% | -16.2% | -6.7% | -19.6% |
| 3Y | +244.3% | +20.2% | +224.1% | +168.7% |
| 5Y | +117.8% | +76.6% | +41.2% | +30.9% |
| All | +264.0% | +712.8% | -448.8% | +9.8% |
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