+461.8%
STM vs CDNS
+1,136.8%
-675.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.4% |
| 7D | +16.3% | +7.0% | +9.3% | +11.1% |
| 30D | -6.3% | -0.3% | -6.0% | -5.6% |
| 3M | -14.1% | +3.2% | -17.3% | -16.1% |
| 6M | -19.6% | -6.9% | -12.7% | -16.1% |
| YTD | +80.1% | +6.6% | +73.5% | +67.8% |
| 1Y | +95.4% | +5.6% | +89.7% | +83.3% |
| 3Y | +14.7% | +27.4% | -12.7% | -13.4% |
| 5Y | -5.4% | +83.7% | -89.1% | -48.1% |
| All | +461.8% | +1,136.8% | -675.0% | -20.0% |
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