-35.7%
U vs CDNS
+184.1%
-219.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.6% | +2.9% | +3.2% |
| 7D | +5.5% | -1.1% | +6.7% | +6.5% |
| 30D | -1.3% | -10.4% | +9.2% | +7.2% |
| 3M | +64.6% | -24.6% | +89.2% | +106.0% |
| 6M | +119.4% | -1.6% | +121.0% | +111.9% |
| YTD | -0.5% | -7.4% | +6.9% | +1.2% |
| 1Y | +1.3% | -18.4% | +19.7% | +15.2% |
| 3Y | +15.6% | +19.0% | -3.3% | -23.3% |
| 5Y | -67.5% | +73.4% | -140.9% | -85.9% |
| All | -35.7% | +184.1% | -219.8% | -82.2% |
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