+1,235.1%
CDNS vs M
-3.0%
+1,238.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | +2.4% | +5.0% | -2.6% | +1.9% |
| 30D | -6.0% | +10.6% | -16.6% | -7.1% |
| 3M | -0.1% | +1.6% | -1.7% | -0.5% |
| 6M | -8.6% | +30.8% | -39.4% | -11.5% |
| YTD | +6.1% | +16.9% | -10.8% | +3.7% |
| 1Y | +0.8% | +26.3% | -25.4% | -2.4% |
| 3Y | +26.8% | +158.6% | -131.8% | +12.2% |
| 5Y | +86.9% | +2.1% | +84.8% | +74.9% |
| 10Y | +1,235.1% | -4.3% | +1,239.4% | +1,137.0% |
| All | +1,235.1% | -3.0% | +1,238.2% | +1,137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling