-16.2%
CDNS vs CMI
+45.0%
-61.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.8% | -6.8% | -4.7% |
| 7D | -14.0% | -0.7% | -13.3% | -13.8% |
| 30D | -13.2% | -13.4% | +0.3% | -10.0% |
| 3M | -28.9% | -17.0% | -11.9% | -25.9% |
| 6M | -4.2% | -1.6% | -2.5% | -5.9% |
| YTD | -6.4% | +11.0% | -17.3% | -12.5% |
| 1Y | -16.2% | +41.9% | -58.1% | -26.4% |
| All | -16.2% | +45.0% | -61.2% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling