+28.1%
CDNS vs M
+100.8%
-72.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.6% | +7.3% | +3.5% |
| 7D | -2.4% | -4.3% | +1.8% | -1.7% |
| 30D | -10.2% | +1.3% | -11.4% | -10.5% |
| 3M | -5.5% | -7.4% | +1.9% | -4.4% |
| 6M | -9.9% | +18.3% | -28.2% | -13.1% |
| YTD | +2.3% | +7.6% | -5.2% | -0.1% |
| 1Y | -1.4% | +17.4% | -18.8% | -5.6% |
| 3Y | +28.1% | +108.4% | -80.3% | +11.0% |
| All | +28.1% | +100.8% | -72.7% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling