+6,634.9%
CDNS vs CTAS
+26,233.5%
-19,598.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | -0.1% | -0.8% | +0.7% | +0.3% |
| 30D | -5.5% | +10.7% | -16.2% | -10.2% |
| 3M | +0.5% | +11.0% | -10.5% | -4.7% |
| 6M | -9.6% | +38.7% | -48.3% | -23.5% |
| YTD | +5.3% | +21.8% | -16.4% | -5.7% |
| 1Y | +3.4% | +23.6% | -20.2% | -8.2% |
| 3Y | +25.9% | +74.9% | -49.1% | -6.3% |
| 5Y | +85.8% | +119.5% | -33.7% | +25.8% |
| 10Y | +1,199.9% | +820.2% | +379.7% | +350.6% |
| All | +6,634.9% | +26,233.5% | -19,598.6% | +505.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling