+19.4%
CDNS vs MAR
+68.8%
-49.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -1.8% |
| 7D | -9.2% | -1.7% | -7.5% | -8.5% |
| 30D | -16.3% | -6.9% | -9.3% | -13.3% |
| 3M | -27.9% | -15.8% | -12.1% | -21.8% |
| 6M | -4.3% | +1.9% | -6.3% | -7.1% |
| YTD | -9.1% | +6.6% | -15.7% | -14.5% |
| 1Y | -21.2% | +23.7% | -44.9% | -32.7% |
| 3Y | +19.4% | +64.6% | -45.2% | -16.4% |
| All | +19.4% | +68.8% | -49.4% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling