+77.1%
CDNS vs CTVA
+34.7%
+42.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.7% | -3.5% |
| 7D | +1.0% | -20.8% | +21.7% | +4.2% |
| 30D | -2.0% | -29.6% | +27.7% | +3.6% |
| 3M | -0.2% | -16.9% | +16.7% | +1.0% |
| 6M | -8.9% | -24.3% | +15.4% | -6.4% |
| YTD | +3.3% | -5.6% | +8.9% | -0.5% |
| 1Y | +2.2% | -4.2% | +6.4% | -2.1% |
| 3Y | +22.4% | +43.3% | -20.9% | +3.4% |
| All | +77.1% | +34.7% | +42.4% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling