+78.0%
SPYM vs CDNS
+23.9%
+54.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.3% |
| 7D | +2.6% | +1.0% | +1.6% | +2.3% |
| 30D | -2.0% | -2.0% | 0.0% | -1.7% |
| 3M | -2.8% | -0.2% | -2.6% | -3.2% |
| 6M | +2.2% | -8.9% | +11.1% | +3.4% |
| YTD | +11.5% | +3.3% | +8.2% | +8.4% |
| 1Y | +13.5% | +2.2% | +11.3% | +10.5% |
| 3Y | +78.0% | +22.4% | +55.7% | +58.7% |
| All | +78.0% | +23.9% | +54.1% | +58.7% |
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