+3,094.0%
SPY vs CDNS
+5,534.9%
-2,440.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.4% |
| 7D | +0.1% | -14.0% | +14.1% | +3.2% |
| 30D | +0.1% | -13.2% | +13.2% | +2.8% |
| 3M | +2.0% | -28.9% | +30.9% | +9.0% |
| 6M | +13.0% | -4.2% | +17.2% | +13.0% |
| YTD | +13.5% | -6.4% | +19.9% | +13.7% |
| 1Y | +20.0% | -16.2% | +36.2% | +22.6% |
| 3Y | +77.2% | +20.2% | +57.0% | +65.4% |
| 5Y | +81.9% | +76.6% | +5.2% | +55.5% |
| 10Y | +314.1% | +1,029.7% | -715.6% | +147.0% |
| All | +3,094.0% | +5,534.9% | -2,440.8% | +1,288.6% |
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