+6,443.8%
CDNS vs CMS
+463.7%
+5,980.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.8% | +3.3% |
| 7D | -2.4% | -1.3% | -1.1% | -2.1% |
| 30D | -10.2% | +6.3% | -16.5% | -11.9% |
| 3M | -5.5% | -2.1% | -3.4% | -5.2% |
| 6M | -9.9% | -5.1% | -4.8% | -9.1% |
| YTD | +2.3% | +1.3% | +1.1% | +1.0% |
| 1Y | -1.4% | -1.4% | 0.0% | -2.0% |
| 3Y | +28.1% | +36.9% | -8.8% | +13.7% |
| 5Y | +79.7% | +32.5% | +47.2% | +59.5% |
| 10Y | +1,183.3% | +126.8% | +1,056.5% | +859.2% |
| All | +6,443.8% | +463.7% | +5,980.1% | +3,320.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling