+6,292.5%
CDNS vs MCO
+7,504.3%
-1,211.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.4% | -1.7% |
| 7D | -9.2% | -2.7% | -6.5% | -8.0% |
| 30D | -16.3% | +0.9% | -17.2% | -16.7% |
| 3M | -27.9% | +8.7% | -36.6% | -31.2% |
| 6M | -4.3% | +2.4% | -6.7% | -5.9% |
| YTD | -9.1% | -5.2% | -3.9% | -7.5% |
| 1Y | -21.2% | -4.4% | -16.8% | -20.5% |
| 3Y | +19.4% | +45.1% | -25.7% | -2.0% |
| 5Y | +71.6% | +31.5% | +40.1% | +47.8% |
| 10Y | +1,005.1% | +380.7% | +624.3% | +428.8% |
| All | +6,292.5% | +7,504.3% | -1,211.8% | +751.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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