+21.7%
STM vs CDNS
+19.0%
+2.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.0% | +5.9% | +4.0% |
| 7D | +5.8% | -14.0% | +19.8% | +14.2% |
| 30D | -1.0% | -13.2% | +12.2% | +6.3% |
| 3M | -33.3% | -28.9% | -4.4% | -20.3% |
| 6M | +57.4% | -4.2% | +61.5% | +59.6% |
| YTD | +102.2% | -6.4% | +108.5% | +106.7% |
| 1Y | +99.6% | -16.2% | +115.8% | +115.0% |
| All | +21.7% | +19.0% | +2.7% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling