+357.8%
CDNS vs CTVA
+223.3%
+134.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.7% |
| 7D | -14.0% | +4.9% | -19.0% | -15.4% |
| 30D | -13.2% | +11.9% | -25.1% | -16.3% |
| 3M | -28.9% | +13.7% | -42.6% | -32.4% |
| 6M | -4.2% | +13.1% | -17.3% | -9.0% |
| YTD | -6.4% | +32.0% | -38.3% | -15.6% |
| 1Y | -16.2% | +22.1% | -38.3% | -22.9% |
| 3Y | +20.2% | +77.5% | -57.3% | -4.3% |
| 5Y | +76.6% | +106.3% | -29.6% | +30.4% |
| All | +357.8% | +223.3% | +134.5% | +160.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling