-18.4%
CDNS vs MET
+25.8%
-44.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | -10.4% | +0.5% | -10.9% | -10.6% |
| 3M | -24.6% | +11.6% | -36.2% | -27.2% |
| 6M | -1.6% | +40.8% | -42.4% | -13.1% |
| YTD | -7.4% | +25.7% | -33.1% | -15.9% |
| 1Y | -18.4% | +24.4% | -42.8% | -25.5% |
| All | -18.4% | +25.8% | -44.2% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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