+4,389.7%
CDNS vs MDY
+2,594.0%
+1,795.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.0% |
| 7D | +1.0% | +2.3% | -1.3% | -1.5% |
| 30D | -2.0% | +2.0% | -4.0% | -4.0% |
| 3M | -0.2% | -5.6% | +5.4% | +6.6% |
| 6M | -8.9% | +1.3% | -10.2% | -9.9% |
| YTD | +3.3% | +12.3% | -9.0% | -8.8% |
| 1Y | +2.2% | +15.8% | -13.6% | -12.9% |
| 3Y | +22.4% | +56.5% | -34.1% | -25.2% |
| 5Y | +78.0% | +35.1% | +42.9% | +27.9% |
| 10Y | +1,175.2% | +167.4% | +1,007.8% | +292.0% |
| All | +4,389.7% | +2,594.0% | +1,795.8% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling