+9,423.5%
STX vs CDNS
+2,701.0%
+6,722.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.3% |
| 7D | -17.3% | +2.4% | -19.7% | -17.8% |
| 30D | -35.9% | -6.0% | -29.9% | -33.9% |
| 3M | -37.3% | -0.1% | -37.2% | -37.3% |
| 6M | -35.8% | -8.6% | -27.2% | -33.6% |
| YTD | +82.7% | +6.1% | +76.6% | +75.4% |
| 1Y | +71.6% | +0.8% | +70.8% | +68.3% |
| 3Y | +635.3% | +26.8% | +608.5% | +531.7% |
| 5Y | +483.8% | +86.9% | +396.9% | +315.8% |
| 10Y | +1,967.8% | +1,235.1% | +732.7% | +507.6% |
| All | +9,423.5% | +2,701.0% | +6,722.5% | +1,601.1% |
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