+6,270.2%
CDNS vs MAS
+1,664.8%
+4,605.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.4% | -2.0% | -4.2% |
| 7D | -9.1% | +4.6% | -13.7% | -10.7% |
| 30D | -13.4% | +19.9% | -33.3% | -19.4% |
| 3M | -7.6% | +8.9% | -16.5% | -11.1% |
| 6M | -11.9% | +20.2% | -32.1% | -19.0% |
| YTD | -0.4% | +33.9% | -34.3% | -12.9% |
| 1Y | -4.9% | +34.7% | -39.6% | -17.2% |
| 3Y | +24.8% | +60.4% | -35.6% | -0.3% |
| 5Y | +75.0% | +43.5% | +31.5% | +44.5% |
| 10Y | +1,149.2% | +226.7% | +922.5% | +644.9% |
| All | +6,270.2% | +1,664.8% | +4,605.4% | +1,458.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling