-26.6%
U vs CDNS
+227.2%
-253.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +0.1% |
| 7D | +2.8% | +7.0% | -4.2% | -2.9% |
| 30D | +7.6% | -0.3% | +7.9% | +6.5% |
| 3M | +12.7% | +3.2% | +9.5% | +6.4% |
| 6M | +87.0% | -6.9% | +93.9% | +88.7% |
| YTD | +13.6% | +6.6% | +7.0% | +0.4% |
| 1Y | +25.3% | +5.6% | +19.7% | +11.5% |
| 3Y | +85.8% | +27.4% | +58.3% | +17.8% |
| 5Y | -74.5% | +83.7% | -158.2% | -89.7% |
| All | -26.6% | +227.2% | -253.8% | -82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling