+3,036.2%
SPY vs CDNS
+6,118.4%
-3,082.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.3% |
| 7D | +2.6% | +1.0% | +1.6% | +2.4% |
| 30D | -2.0% | -2.0% | 0.0% | -1.7% |
| 3M | -2.8% | -0.2% | -2.5% | -3.1% |
| 6M | +2.1% | -8.9% | +11.0% | +3.2% |
| YTD | +11.5% | +3.3% | +8.2% | +9.1% |
| 1Y | +13.5% | +2.2% | +11.2% | +11.2% |
| 3Y | +77.7% | +22.4% | +55.3% | +64.9% |
| 5Y | +72.6% | +78.0% | -5.4% | +46.9% |
| 10Y | +308.2% | +1,175.2% | -867.0% | +137.1% |
| All | +3,036.2% | +6,118.4% | -3,082.2% | +1,232.4% |
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 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