+1,808.6%
STM vs CDNS
+6,965.7%
-5,157.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.7% | +1.7% | +3.2% |
| 7D | -10.7% | -2.4% | -8.3% | -9.6% |
| 30D | -25.7% | -10.2% | -15.6% | -21.8% |
| 3M | -21.6% | -5.5% | -16.1% | -19.5% |
| 6M | -27.8% | -9.9% | -17.9% | -24.3% |
| YTD | +61.8% | +2.3% | +59.4% | +58.8% |
| 1Y | +78.1% | -1.4% | +79.5% | +77.7% |
| 3Y | +4.9% | +28.1% | -23.2% | -9.1% |
| 5Y | -14.3% | +79.7% | -94.0% | -35.9% |
| 10Y | +414.1% | +1,183.3% | -769.2% | +77.4% |
| All | +1,808.6% | +6,965.7% | -5,157.1% | +206.6% |
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 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