+1,872.1%
T vs CDNS
+6,098.4%
-4,226.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.0% | -1.6% |
| 7D | -1.3% | -14.0% | +12.7% | +0.1% |
| 30D | +11.4% | -13.2% | +24.5% | +12.8% |
| 3M | +14.3% | -28.9% | +43.2% | +17.8% |
| 6M | -9.3% | -4.2% | -5.1% | -9.4% |
| YTD | +7.1% | -6.4% | +13.5% | +6.8% |
| 1Y | -9.1% | -16.2% | +7.1% | -8.5% |
| 3Y | +105.3% | +20.2% | +85.2% | +95.7% |
| 5Y | +66.8% | +76.6% | -9.8% | +50.4% |
| 10Y | +66.8% | +1,029.7% | -962.9% | +20.9% |
| All | +1,872.1% | +6,098.4% | -4,226.2% | +966.3% |
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