+1,190.7%
CDNS vs M
-6.5%
+1,197.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -0.1% | -3.3% | +3.2% | +0.3% |
| 30D | -5.5% | +8.1% | -13.6% | -6.4% |
| 3M | +0.5% | +2.2% | -1.7% | +0.1% |
| 6M | -9.6% | +35.1% | -44.7% | -12.8% |
| YTD | +5.3% | +15.8% | -10.5% | +3.0% |
| 1Y | +3.4% | +25.8% | -22.5% | +0.1% |
| 3Y | +25.9% | +156.2% | -130.4% | +11.6% |
| 5Y | +85.8% | -2.4% | +88.1% | +74.4% |
| All | +1,190.7% | -6.5% | +1,197.2% | +1,096.6% |
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