+422.5%
STM vs CDNS
+1,242.4%
-819.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.2% | +1.6% | +3.2% |
| 7D | -5.6% | +2.1% | -7.7% | -6.7% |
| 30D | -14.4% | -4.6% | -9.8% | -11.1% |
| 3M | -20.5% | -0.8% | -19.7% | -20.2% |
| 6M | -24.5% | -7.2% | -17.3% | -21.0% |
| YTD | +72.7% | +7.7% | +65.0% | +59.9% |
| 1Y | +91.0% | +3.5% | +87.5% | +81.7% |
| 3Y | +13.5% | +31.2% | -17.7% | -16.1% |
| 5Y | -9.2% | +84.5% | -93.7% | -50.3% |
| 10Y | +422.5% | +1,242.9% | -820.4% | -27.0% |
| All | +422.5% | +1,242.4% | -819.8% | -27.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling