+82.3%
SPYM vs CDNS
+71.8%
+10.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -0.4% | -7.2% | +6.8% | +1.9% |
| 30D | -1.4% | -14.3% | +12.9% | +3.1% |
| 3M | +3.7% | -27.2% | +30.9% | +13.7% |
| 6M | +13.0% | -4.5% | +17.6% | +12.6% |
| YTD | +12.5% | -9.0% | +21.4% | +13.1% |
| 1Y | +18.6% | -21.3% | +39.9% | +24.8% |
| 3Y | +78.0% | +19.6% | +58.4% | +53.6% |
| 5Y | +82.3% | +71.5% | +10.8% | +30.9% |
| All | +82.3% | +71.8% | +10.5% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling