-21.3%
CDNS vs MUB
+1.0%
-22.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +1.6% |
| 7D | -7.2% | -0.7% | -6.5% | -5.4% |
| 30D | -14.3% | -2.0% | -12.3% | -9.5% |
| 3M | -27.2% | -2.5% | -24.7% | -22.2% |
| 6M | -4.5% | -2.3% | -2.2% | +0.5% |
| YTD | -9.0% | -1.3% | -7.7% | -4.7% |
| 1Y | -21.3% | +1.1% | -22.4% | -14.8% |
| All | -21.3% | +1.0% | -22.4% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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