+5,887.0%
CDNS vs CMS
+457.8%
+5,429.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -14.0% | +0.4% | -14.4% | -14.1% |
| 30D | -13.2% | -3.6% | -9.6% | -12.3% |
| 3M | -28.9% | -1.9% | -27.0% | -28.7% |
| 6M | -4.2% | -11.0% | +6.8% | -1.6% |
| YTD | -6.4% | +0.2% | -6.6% | -7.1% |
| 1Y | -16.2% | -1.3% | -14.9% | -16.7% |
| 3Y | +20.2% | +35.9% | -15.8% | +6.9% |
| 5Y | +76.6% | +23.1% | +53.6% | +60.6% |
| 10Y | +1,029.7% | +117.9% | +911.8% | +755.8% |
| All | +5,887.0% | +457.8% | +5,429.2% | +3,046.0% |
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