-16.2%
CDNS vs MAS
+1.6%
-17.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.8% | -5.8% | -4.3% |
| 7D | -14.0% | -0.8% | -13.3% | -13.9% |
| 30D | -13.2% | -5.6% | -7.6% | -12.3% |
| 3M | -28.9% | +4.4% | -33.3% | -29.6% |
| 6M | -4.2% | +7.2% | -11.4% | -7.4% |
| YTD | -6.4% | +16.1% | -22.5% | -11.6% |
| 1Y | -16.2% | +0.1% | -16.3% | -14.9% |
| All | -16.2% | +1.6% | -17.8% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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