-18.4%
CDNS vs MAR
+28.2%
-46.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.2% | +1.2% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | -10.4% | -5.4% | -5.0% | -9.4% |
| 3M | -24.6% | -15.5% | -9.1% | -21.9% |
| 6M | -1.6% | +3.0% | -4.6% | -4.1% |
| YTD | -7.4% | +8.5% | -15.9% | -10.9% |
| 1Y | -18.4% | +26.0% | -44.4% | -23.8% |
| All | -18.4% | +28.2% | -46.6% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling