+33.1%
CDNS vs MAGS
+187.7%
-154.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.1% |
| 7D | -7.2% | +0.8% | -8.0% | -7.8% |
| 30D | -14.3% | +0.4% | -14.7% | -14.5% |
| 3M | -27.2% | +5.6% | -32.8% | -30.5% |
| 6M | -4.5% | +12.3% | -16.8% | -13.3% |
| YTD | -9.0% | +5.1% | -14.0% | -12.7% |
| 1Y | -21.3% | +14.0% | -35.3% | -29.5% |
| 3Y | +19.6% | +129.4% | -109.8% | -38.5% |
| All | +33.1% | +187.7% | -154.6% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 5y: compounded portfolio wealth divided by compounded MAGS 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…
5y analysis · Full analysis span regression · 6 months rolling