+78.5%
CDNS vs MAS
+39.2%
+39.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.6% | +3.5% |
| 7D | -2.4% | +2.0% | -4.4% | -3.2% |
| 30D | -10.2% | +19.4% | -29.5% | -16.7% |
| 3M | -5.5% | +9.4% | -14.9% | -9.3% |
| 6M | -9.9% | +15.3% | -25.2% | -16.4% |
| YTD | +2.3% | +31.3% | -29.0% | -11.9% |
| 1Y | -1.4% | +34.9% | -36.3% | -16.4% |
| 3Y | +28.1% | +58.6% | -30.5% | -5.8% |
| All | +78.5% | +39.2% | +39.3% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling