+77.1%
CDNS vs CMS
+36.3%
+40.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.1% |
| 7D | +1.0% | +1.7% | -0.8% | +1.0% |
| 30D | -2.0% | +6.2% | -8.1% | -2.0% |
| 3M | -0.2% | +0.6% | -0.9% | -0.1% |
| 6M | -8.9% | -1.8% | -7.1% | -8.8% |
| YTD | +3.3% | +3.8% | -0.5% | +2.8% |
| 1Y | +2.2% | -1.8% | +4.0% | +2.2% |
| 3Y | +22.4% | +39.8% | -17.4% | +13.2% |
| All | +77.1% | +36.3% | +40.8% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling