-18.4%
CDNS vs MRSH
-9.2%
-9.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.5% |
| 7D | -1.1% | -4.8% | +3.6% | -1.4% |
| 30D | -10.4% | -6.3% | -4.1% | -10.8% |
| 3M | -24.6% | +5.8% | -30.4% | -24.2% |
| 6M | -1.6% | +2.8% | -4.4% | -1.5% |
| YTD | -7.4% | -3.1% | -4.3% | -8.4% |
| 1Y | -18.4% | -11.3% | -7.2% | -20.0% |
| All | -18.4% | -9.2% | -9.2% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 1y: compounded portfolio wealth divided by compounded MRSH 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…
1y analysis · Full analysis span regression · 6 months rolling