+1,206.6%
CDNS vs CMS
+136.3%
+1,070.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | +7.0% | -1.3% | +8.3% | +7.4% |
| 30D | -0.3% | +5.3% | -5.5% | -1.7% |
| 3M | +3.2% | -0.3% | +3.5% | +3.1% |
| 6M | -6.9% | -4.0% | -2.9% | -6.4% |
| YTD | +6.6% | +2.1% | +4.5% | +4.9% |
| 1Y | +5.6% | -4.7% | +10.4% | +6.0% |
| 3Y | +27.4% | +36.8% | -9.4% | +10.7% |
| 5Y | +83.7% | +34.9% | +48.9% | +57.8% |
| All | +1,206.6% | +136.3% | +1,070.4% | +823.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling