-4.2%
CDNS vs MET
+36.0%
-40.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.5% |
| 7D | -14.0% | +1.2% | -15.2% | -14.3% |
| 30D | -13.2% | +1.4% | -14.6% | -13.6% |
| 3M | -28.9% | +17.7% | -46.6% | -33.8% |
| 6M | -4.2% | +35.0% | -39.2% | -22.1% |
| All | -4.2% | +36.0% | -40.1% | -22.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling