+135.9%
WMT vs CDNS
+72.4%
+63.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.2% | +1.2% |
| 7D | 0.0% | -1.1% | +1.1% | +0.1% |
| 30D | -7.4% | -10.4% | +3.0% | -6.8% |
| 3M | -10.9% | -24.6% | +13.7% | -9.1% |
| 6M | -12.7% | -1.6% | -11.1% | -13.4% |
| YTD | -3.2% | -7.4% | +4.2% | -3.7% |
| 1Y | +5.3% | -18.4% | +23.7% | +6.1% |
| 3Y | +101.9% | +19.0% | +82.9% | +90.5% |
| All | +135.9% | +72.4% | +63.5% | +106.6% |
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