-19.7%
CDNS vs CTVA
+19.0%
-38.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -6.5% | -4.7% | -1.9% | -7.1% |
| 30D | -13.0% | +11.1% | -24.1% | -12.0% |
| 3M | -26.0% | +13.7% | -39.7% | -25.9% |
| 6M | -2.8% | +11.2% | -14.1% | -3.1% |
| YTD | -8.8% | +26.9% | -35.7% | -8.7% |
| All | -19.7% | +19.0% | -38.7% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling