+78.5%
CDNS vs MOS
-32.4%
+110.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | -2.4% | +21.6% | -24.0% | -5.4% |
| 30D | -10.2% | +12.0% | -22.1% | -11.9% |
| 3M | -5.5% | -3.9% | -1.6% | -5.6% |
| 6M | -9.9% | -3.3% | -6.5% | -10.4% |
| YTD | +2.3% | -4.6% | +7.0% | +1.0% |
| 1Y | -1.4% | -7.0% | +5.6% | -2.5% |
| 3Y | +28.1% | -24.4% | +52.5% | +28.3% |
| All | +78.5% | -32.4% | +110.8% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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