+73.1%
CDNS vs MKTX
-60.5%
+133.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -6.5% | -0.2% | -6.4% | -6.5% |
| 30D | -13.0% | +0.8% | -13.8% | -13.1% |
| 3M | -26.0% | +41.1% | -67.2% | -32.0% |
| 6M | -2.8% | -9.5% | +6.7% | -0.6% |
| YTD | -8.8% | -8.7% | -0.2% | -7.1% |
| 1Y | -15.8% | -10.0% | -5.9% | -14.2% |
| 3Y | +19.7% | -24.6% | +44.3% | +22.1% |
| All | +73.1% | -60.5% | +133.5% | +110.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling