+1,005.1%
CDNS vs CMS
+117.1%
+887.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.1% |
| 7D | -9.2% | +1.2% | -10.5% | -9.5% |
| 30D | -16.3% | -3.2% | -13.1% | -15.6% |
| 3M | -27.9% | -2.2% | -25.7% | -27.7% |
| 6M | -4.3% | -9.4% | +5.1% | -2.3% |
| YTD | -9.1% | +0.7% | -9.8% | -10.1% |
| 1Y | -21.2% | +0.4% | -21.6% | -22.2% |
| 3Y | +19.4% | +35.2% | -15.8% | +3.8% |
| 5Y | +71.6% | +24.1% | +47.5% | +52.3% |
| 10Y | +1,005.1% | +115.8% | +889.3% | +684.1% |
| All | +1,005.1% | +117.1% | +887.9% | +684.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CMS 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling