+1,026.7%
CDNS vs MAR
+441.6%
+585.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.4% |
| 7D | -6.5% | -2.1% | -4.5% | -5.8% |
| 30D | -13.0% | -5.7% | -7.3% | -11.1% |
| 3M | -26.0% | -14.6% | -11.4% | -21.8% |
| 6M | -2.8% | +1.3% | -4.2% | -4.0% |
| YTD | -8.8% | +6.7% | -15.5% | -11.9% |
| 1Y | -15.8% | +26.4% | -42.3% | -24.0% |
| 3Y | +19.7% | +64.7% | -45.0% | -1.9% |
| 5Y | +70.8% | +153.1% | -82.3% | +21.3% |
| All | +1,026.7% | +441.6% | +585.1% | +529.6% |
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