+70.6%
CDNS vs CTVA
+102.6%
-32.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | -7.2% | -5.8% | -1.4% | -5.9% |
| 30D | -14.3% | +11.1% | -25.3% | -16.4% |
| 3M | -27.2% | +13.2% | -40.4% | -30.1% |
| 6M | -4.5% | +8.7% | -13.2% | -7.6% |
| YTD | -9.0% | +27.3% | -36.2% | -15.9% |
| 1Y | -21.3% | +18.0% | -39.3% | -26.0% |
| 3Y | +19.6% | +76.5% | -56.9% | -0.8% |
| All | +70.6% | +102.6% | -32.0% | +26.4% |
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