+76.8%
SPYM vs CDNS
+19.2%
+57.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -0.4% | -7.2% | +6.8% | +1.5% |
| 30D | -1.4% | -14.3% | +12.9% | +2.2% |
| 3M | +3.7% | -27.2% | +30.9% | +11.8% |
| 6M | +13.0% | -4.5% | +17.6% | +12.7% |
| YTD | +12.5% | -9.0% | +21.4% | +13.0% |
| 1Y | +18.6% | -21.3% | +39.9% | +23.8% |
| All | +76.8% | +19.2% | +57.6% | +55.2% |
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