+5,887.0%
CDNS vs CTAS
+23,129.2%
-17,242.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | -14.0% | -1.8% | -12.2% | -13.3% |
| 30D | -13.2% | -0.2% | -13.0% | -13.2% |
| 3M | -28.9% | +11.7% | -40.6% | -33.1% |
| 6M | -4.2% | +0.7% | -4.9% | -5.8% |
| YTD | -6.4% | +7.4% | -13.8% | -10.7% |
| 1Y | -16.2% | -2.1% | -14.1% | -16.8% |
| 3Y | +20.2% | +62.9% | -42.8% | -7.2% |
| 5Y | +76.6% | +111.9% | -35.2% | +22.4% |
| 10Y | +1,029.7% | +652.2% | +377.5% | +330.9% |
| All | +5,887.0% | +23,129.2% | -17,242.2% | +473.3% |
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