+89.4%
STM vs CDNS
+3.1%
+86.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.2% | +1.6% | +3.6% |
| 7D | -5.6% | +2.1% | -7.7% | -6.5% |
| 30D | -14.4% | -4.6% | -9.8% | -12.0% |
| 3M | -20.5% | -0.8% | -19.7% | -20.1% |
| 6M | -24.5% | -7.2% | -17.3% | -20.8% |
| YTD | +72.7% | +7.7% | +65.0% | +69.2% |
| All | +89.4% | +3.1% | +86.4% | +93.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling