+6,634.9%
CDNS vs CMS
+471.9%
+6,163.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -0.1% | -1.1% | +1.0% | +0.2% |
| 30D | -5.5% | +6.6% | -12.1% | -7.3% |
| 3M | +0.5% | +0.8% | -0.3% | +0.1% |
| 6M | -9.6% | -3.3% | -6.3% | -9.3% |
| YTD | +5.3% | +2.7% | +2.6% | +3.6% |
| 1Y | +3.4% | -4.0% | +7.4% | +3.6% |
| 3Y | +25.9% | +37.6% | -11.7% | +11.6% |
| 5Y | +85.8% | +35.4% | +50.3% | +63.9% |
| 10Y | +1,199.9% | +136.0% | +1,063.9% | +860.8% |
| All | +6,634.9% | +471.9% | +6,163.0% | +3,406.6% |
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 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