+2,109.6%
CDNS vs MKTX
+1,445.1%
+664.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -7.2% | +0.3% | -7.5% | -7.3% |
| 30D | -14.3% | +1.0% | -15.2% | -14.5% |
| 3M | -27.2% | +40.8% | -68.0% | -34.3% |
| 6M | -4.5% | -10.9% | +6.4% | -3.1% |
| YTD | -9.0% | -8.6% | -0.4% | -8.4% |
| 1Y | -21.3% | -11.6% | -9.8% | -20.4% |
| 3Y | +19.6% | -24.5% | +44.1% | +22.0% |
| 5Y | +71.5% | -60.7% | +132.3% | +105.3% |
| 10Y | +1,036.6% | +5.1% | +1,031.4% | +933.5% |
| All | +2,109.6% | +1,445.1% | +664.5% | +747.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling