+19.0%
CDNS vs MKTX
-25.3%
+44.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.6% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -10.4% | +0.7% | -11.2% | -10.5% |
| 3M | -24.6% | +40.8% | -65.4% | -26.1% |
| 6M | -1.6% | -8.0% | +6.4% | -0.8% |
| YTD | -7.4% | -8.7% | +1.3% | -6.8% |
| 1Y | -18.4% | -11.8% | -6.6% | -17.6% |
| 3Y | +19.0% | -24.0% | +43.0% | +17.3% |
| All | +19.0% | -25.3% | +44.2% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 3y: compounded portfolio wealth divided by compounded MKTX 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…
3y analysis · Full analysis span regression · 6 months rolling