+17.0%
CDNS vs MTB
+112.6%
-95.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -7.2% | +1.1% | -8.3% | -7.5% |
| 30D | -14.3% | -4.6% | -9.6% | -13.1% |
| 3M | -27.2% | +6.3% | -33.5% | -28.6% |
| 6M | -4.5% | +15.6% | -20.1% | -8.9% |
| YTD | -9.0% | +20.6% | -29.5% | -14.4% |
| 1Y | -21.3% | +22.5% | -43.9% | -26.5% |
| All | +17.0% | +112.6% | -95.6% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 3y: compounded portfolio wealth divided by compounded MTB 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…
3y analysis · Full analysis span regression · 6 months rolling