+71.5%
CDNS vs MTB
+103.4%
-31.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -28.5% |
| 6M | -4.5% | +15.6% | -20.1% | -8.7% |
| YTD | -9.0% | +20.6% | -29.5% | -14.1% |
| 1Y | -21.3% | +22.5% | -43.9% | -26.2% |
| 3Y | +19.6% | +114.4% | -94.8% | -4.7% |
| 5Y | +71.5% | +101.9% | -30.4% | +44.3% |
| All | +71.5% | +103.4% | -31.9% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling