+760.9%
CDNS vs MAR
+2,498.9%
-1,738.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.1% |
| 7D | -14.0% | -4.2% | -9.9% | -12.4% |
| 30D | -13.2% | -6.7% | -6.5% | -10.5% |
| 3M | -28.9% | -12.5% | -16.4% | -25.0% |
| 6M | -4.2% | +0.6% | -4.7% | -5.2% |
| YTD | -6.4% | +9.1% | -15.5% | -10.9% |
| 1Y | -16.2% | +26.2% | -42.4% | -25.7% |
| 3Y | +20.2% | +68.2% | -48.0% | -6.6% |
| 5Y | +76.6% | +163.9% | -87.3% | +11.1% |
| 10Y | +1,029.7% | +420.6% | +609.1% | +357.2% |
| All | +760.9% | +2,498.9% | -1,738.1% | +33.1% |
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