+1,206.6%
CDNS vs MAR
+531.5%
+675.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.6% |
| 7D | +7.0% | +1.8% | +5.3% | +6.3% |
| 30D | -0.3% | +14.3% | -14.6% | -5.2% |
| 3M | +3.2% | +20.0% | -16.9% | -3.7% |
| 6M | -6.9% | +21.7% | -28.6% | -14.0% |
| YTD | +6.6% | +37.7% | -31.1% | -6.3% |
| 1Y | +5.6% | +46.8% | -41.2% | -9.6% |
| 3Y | +27.4% | +121.0% | -93.6% | -6.4% |
| 5Y | +83.7% | +183.1% | -99.4% | +23.7% |
| All | +1,206.6% | +531.5% | +675.1% | +651.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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