-68.0%
U vs CDNS
+72.8%
-140.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.6% | +5.1% |
| 7D | +4.5% | -9.2% | +13.7% | +13.2% |
| 30D | -0.6% | -16.3% | +15.7% | +14.3% |
| 3M | +48.4% | -27.9% | +76.4% | +93.6% |
| 6M | +115.4% | -4.3% | +119.7% | +112.8% |
| YTD | -3.2% | -9.1% | +5.9% | -0.2% |
| 1Y | -6.0% | -21.2% | +15.2% | +10.0% |
| 3Y | +13.5% | +19.4% | -5.9% | -29.1% |
| 5Y | -68.0% | +71.6% | -139.6% | -88.0% |
| All | -68.0% | +72.8% | -140.8% | -88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling