+78.5%
SPY vs CDNS
+17.7%
+60.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.2% |
| 7D | +0.5% | -9.2% | +9.8% | +3.0% |
| 30D | -0.9% | -16.3% | +15.3% | +3.4% |
| 3M | +3.9% | -27.9% | +31.8% | +12.4% |
| 6M | +14.5% | -4.3% | +18.8% | +14.0% |
| YTD | +12.9% | -9.1% | +22.0% | +13.5% |
| 1Y | +19.4% | -21.2% | +40.6% | +24.7% |
| 3Y | +78.5% | +19.4% | +59.1% | +55.4% |
| All | +78.5% | +17.7% | +60.8% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling