+4,422.4%
CDNS vs M
+396.5%
+4,025.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.6% | -6.6% | -4.6% |
| 7D | -14.0% | +4.7% | -18.7% | -15.0% |
| 30D | -13.2% | -9.6% | -3.5% | -11.2% |
| 3M | -28.9% | +0.9% | -29.8% | -29.4% |
| 6M | -4.2% | +22.3% | -26.4% | -9.3% |
| YTD | -6.4% | +6.5% | -12.9% | -8.9% |
| 1Y | -16.2% | +38.8% | -55.0% | -23.8% |
| 3Y | +20.2% | +115.9% | -95.7% | -6.7% |
| 5Y | +76.6% | +28.6% | +48.0% | +43.7% |
| 10Y | +1,029.7% | -2.5% | +1,032.2% | +684.2% |
| All | +4,422.4% | +396.5% | +4,025.9% | +1,056.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling