+1,044.2%
CDNS vs CMI
+516.5%
+527.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.3% | +1.1% |
| 7D | -1.1% | -0.7% | -0.4% | -0.9% |
| 30D | -10.4% | -12.4% | +1.9% | -5.7% |
| 3M | -24.6% | -14.8% | -9.8% | -20.2% |
| 6M | -1.6% | +0.8% | -2.4% | -3.7% |
| YTD | -7.4% | +10.2% | -17.6% | -13.3% |
| 1Y | -18.4% | +37.4% | -55.9% | -30.7% |
| 3Y | +19.0% | +153.3% | -134.3% | -22.9% |
| 5Y | +73.4% | +167.6% | -94.2% | +7.9% |
| All | +1,044.2% | +516.5% | +527.7% | +396.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling