+1,199.9%
CDNS vs CTAS
+832.5%
+367.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.2% |
| 7D | -0.1% | -0.8% | +0.7% | +0.3% |
| 30D | -5.5% | +10.7% | -16.2% | -11.1% |
| 3M | +0.5% | +11.0% | -10.5% | -5.7% |
| 6M | -9.6% | +38.7% | -48.3% | -26.3% |
| YTD | +5.3% | +21.8% | -16.4% | -7.8% |
| 1Y | +3.4% | +23.6% | -20.2% | -10.4% |
| 3Y | +25.9% | +74.9% | -49.1% | -14.1% |
| 5Y | +85.8% | +119.5% | -33.7% | +10.7% |
| 10Y | +1,199.9% | +820.2% | +379.7% | +301.4% |
| All | +1,199.9% | +832.5% | +367.4% | +301.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 10y: compounded portfolio wealth divided by compounded CTAS 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…
10y analysis · Full analysis span regression · 6 months rolling