-19.7%
CDNS vs MDY
+13.7%
-33.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +1.2% |
| 7D | -6.5% | -2.5% | -4.0% | -3.9% |
| 30D | -13.0% | -5.0% | -8.0% | -7.8% |
| 3M | -26.0% | +0.5% | -26.5% | -26.4% |
| 6M | -2.8% | +8.0% | -10.8% | -10.4% |
| YTD | -8.8% | +12.2% | -21.0% | -18.1% |
| All | -19.7% | +13.7% | -33.3% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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