+2.2%
CDNS vs CTVA
-4.9%
+7.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.7% | -2.9% |
| 7D | +1.0% | -20.8% | +21.7% | -0.1% |
| 30D | -2.0% | -29.6% | +27.7% | -3.4% |
| 3M | -0.2% | -16.9% | +16.7% | -0.7% |
| 6M | -8.9% | -24.3% | +15.4% | -10.4% |
| YTD | +3.3% | -5.6% | +8.9% | 0.0% |
| 1Y | +2.2% | -4.2% | +6.4% | -0.7% |
| All | +2.2% | -4.9% | +7.1% | -0.7% |
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