+5,721.4%
CDNS vs CMI
+19,556.0%
-13,834.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | -7.2% | +0.7% | -7.9% | -7.5% |
| 30D | -14.3% | -12.3% | -2.0% | -9.8% |
| 3M | -27.2% | -16.8% | -10.4% | -22.3% |
| 6M | -4.5% | +1.5% | -6.0% | -6.5% |
| YTD | -9.0% | +9.8% | -18.7% | -14.0% |
| 1Y | -21.3% | +42.6% | -63.9% | -33.3% |
| 3Y | +19.6% | +151.0% | -131.4% | -19.8% |
| 5Y | +71.5% | +167.0% | -95.5% | +10.7% |
| 10Y | +1,036.6% | +512.2% | +524.4% | +406.2% |
| All | +5,721.4% | +19,556.0% | -13,834.6% | +374.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling