+850.0%
CDNS vs MAR
+3,168.2%
-2,318.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.9% |
| 7D | +1.0% | +1.6% | -0.6% | +0.2% |
| 30D | -2.0% | +13.8% | -15.8% | -7.5% |
| 3M | -0.2% | +20.3% | -20.5% | -8.3% |
| 6M | -8.9% | +21.3% | -30.2% | -17.0% |
| YTD | +3.3% | +37.2% | -33.9% | -11.3% |
| 1Y | +2.2% | +48.4% | -46.2% | -15.6% |
| 3Y | +22.4% | +120.1% | -97.7% | -15.6% |
| 5Y | +78.0% | +182.1% | -104.0% | +8.8% |
| 10Y | +1,175.2% | +530.2% | +645.0% | +374.4% |
| All | +850.0% | +3,168.2% | -2,318.1% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling