-21.3%
CDNS vs CTAS
+0.1%
-21.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -7.2% | +1.0% | -8.2% | -7.2% |
| 30D | -14.3% | -1.1% | -13.2% | -14.3% |
| 3M | -27.2% | +11.5% | -38.7% | -27.5% |
| 6M | -4.5% | +0.2% | -4.7% | -1.4% |
| YTD | -9.0% | +7.2% | -16.1% | -7.8% |
| 1Y | -21.3% | 0.0% | -21.3% | -18.0% |
| All | -21.3% | +0.1% | -21.5% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling