+1,549.0%
CDNS vs MET
+1,300.1%
+248.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.4% |
| 7D | -14.0% | +1.2% | -15.2% | -14.4% |
| 30D | -13.2% | +1.4% | -14.6% | -13.7% |
| 3M | -28.9% | +17.7% | -46.6% | -33.4% |
| 6M | -4.2% | +35.0% | -39.2% | -14.7% |
| YTD | -6.4% | +26.3% | -32.6% | -14.8% |
| 1Y | -16.2% | +22.8% | -39.0% | -23.1% |
| 3Y | +20.2% | +65.9% | -45.8% | -2.5% |
| 5Y | +76.6% | +85.4% | -8.7% | +35.6% |
| 10Y | +1,029.7% | +253.7% | +776.0% | +527.1% |
| All | +1,549.0% | +1,300.1% | +248.9% | +355.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling