+823.3%
SPYM vs CDNS
+1,571.2%
-747.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.4% | +0.3% |
| 7D | +0.6% | -9.2% | +9.8% | +3.4% |
| 30D | -0.9% | -16.3% | +15.3% | +4.0% |
| 3M | +3.9% | -27.9% | +31.8% | +13.5% |
| 6M | +14.5% | -4.3% | +18.9% | +14.4% |
| YTD | +13.0% | -9.1% | +22.1% | +13.9% |
| 1Y | +19.4% | -21.2% | +40.7% | +25.0% |
| 3Y | +78.9% | +19.4% | +59.5% | +61.3% |
| 5Y | +82.3% | +71.6% | +10.7% | +45.2% |
| 10Y | +314.7% | +1,005.1% | -690.3% | +97.3% |
| All | +823.3% | +1,571.2% | -747.9% | +216.5% |
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