+3,047.6%
SPY vs CDNS
+6,316.9%
-3,269.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | +3.3% | +7.0% | -3.7% | +1.8% |
| 30D | -2.7% | -0.3% | -2.4% | -2.7% |
| 3M | -1.7% | +3.2% | -4.9% | -2.8% |
| 6M | +3.1% | -6.9% | +10.0% | +3.7% |
| YTD | +11.9% | +6.6% | +5.3% | +8.8% |
| 1Y | +12.0% | +5.6% | +6.4% | +9.0% |
| 3Y | +78.2% | +27.4% | +50.7% | +64.0% |
| 5Y | +73.2% | +83.7% | -10.5% | +46.5% |
| 10Y | +309.6% | +1,215.9% | -906.3% | +136.4% |
| All | +3,047.6% | +6,316.9% | -3,269.2% | +1,228.8% |
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