+71.6%
CDNS vs CTAS
+114.7%
-43.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -9.2% | 0.0% | -9.2% | -9.2% |
| 30D | -16.3% | -1.0% | -15.3% | -15.9% |
| 3M | -27.9% | +15.8% | -43.7% | -35.2% |
| 6M | -4.3% | -1.0% | -3.3% | -4.7% |
| YTD | -9.1% | +7.4% | -16.5% | -14.8% |
| 1Y | -21.2% | -0.1% | -21.1% | -22.4% |
| 3Y | +19.4% | +66.3% | -46.9% | -30.0% |
| 5Y | +71.6% | +111.0% | -39.4% | -22.4% |
| All | +71.6% | +114.7% | -43.1% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling