+17.0%
CDNS vs CTVA
+76.0%
-59.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | -7.2% | -5.8% | -1.4% | -6.4% |
| 30D | -14.3% | +11.1% | -25.3% | -15.7% |
| 3M | -27.2% | +13.2% | -40.4% | -29.4% |
| 6M | -4.5% | +8.7% | -13.2% | -6.9% |
| YTD | -9.0% | +27.3% | -36.2% | -14.4% |
| 1Y | -21.3% | +18.0% | -39.3% | -24.9% |
| All | +17.0% | +76.0% | -59.0% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling