+344.3%
CDNS vs CTVA
+216.1%
+128.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -2.3% |
| 7D | -9.2% | -2.1% | -7.2% | -8.7% |
| 30D | -16.3% | +12.0% | -28.3% | -19.3% |
| 3M | -27.9% | +13.5% | -41.4% | -31.4% |
| 6M | -4.3% | +12.1% | -16.4% | -8.9% |
| YTD | -9.1% | +29.0% | -38.1% | -17.5% |
| 1Y | -21.2% | +18.9% | -40.1% | -26.9% |
| 3Y | +19.4% | +78.9% | -59.5% | -5.3% |
| 5Y | +71.6% | +105.2% | -33.6% | +26.7% |
| All | +344.3% | +216.1% | +128.3% | +154.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CTVA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling