+83.7%
CDNS vs MP
-13.5%
+97.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.7% | +0.9% |
| 7D | +7.0% | +11.0% | -4.0% | +5.4% |
| 30D | -0.3% | -11.7% | +11.5% | +1.5% |
| 3M | +3.2% | -30.8% | +33.9% | +8.4% |
| 6M | -6.9% | -42.9% | +36.0% | 0.0% |
| YTD | +6.6% | -25.9% | +32.5% | +9.2% |
| 1Y | +5.6% | -37.3% | +42.9% | +10.3% |
| 3Y | +27.4% | +150.7% | -123.2% | -8.9% |
| 5Y | +83.7% | -19.3% | +103.0% | +68.2% |
| All | +83.7% | -13.5% | +97.2% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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