-21.2%
CDNS vs CMS
-0.5%
-20.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -2.7% |
| 7D | -9.2% | +1.2% | -10.5% | -8.8% |
| 30D | -16.3% | -3.2% | -13.1% | -17.4% |
| 3M | -27.9% | -2.2% | -25.7% | -28.2% |
| 6M | -4.3% | -9.4% | +5.1% | -6.7% |
| YTD | -9.1% | +0.7% | -9.8% | -9.7% |
| 1Y | -21.2% | +0.4% | -21.6% | -22.5% |
| All | -21.2% | -0.5% | -20.7% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling