+811.4%
SPYM vs CDNS
+1,800.1%
-988.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.5% |
| 7D | +2.6% | +1.0% | +1.6% | +2.2% |
| 30D | -2.0% | -2.0% | 0.0% | -1.6% |
| 3M | -2.8% | -0.2% | -2.6% | -3.3% |
| 6M | +2.2% | -8.9% | +11.1% | +3.5% |
| YTD | +11.5% | +3.3% | +8.2% | +7.9% |
| 1Y | +13.5% | +2.2% | +11.3% | +10.1% |
| 3Y | +78.0% | +22.4% | +55.7% | +59.1% |
| 5Y | +73.1% | +78.0% | -4.9% | +36.1% |
| 10Y | +310.9% | +1,175.2% | -864.4% | +87.1% |
| All | +811.4% | +1,800.1% | -988.7% | +200.0% |
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