-21.2%
CDNS vs M
+31.9%
-53.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.3% | -2.6% |
| 7D | -9.2% | +2.4% | -11.6% | -9.6% |
| 30D | -16.3% | -11.6% | -4.6% | -14.7% |
| 3M | -27.9% | +1.6% | -29.6% | -28.3% |
| 6M | -4.3% | +25.2% | -29.5% | -7.0% |
| YTD | -9.1% | +3.8% | -12.9% | -10.1% |
| 1Y | -21.2% | +36.3% | -57.6% | -29.6% |
| All | -21.2% | +31.9% | -53.2% | -29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling