+71.6%
CDNS vs MUB
+2.2%
+69.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -9.2% | -0.3% | -8.9% | -8.9% |
| 30D | -16.3% | -1.5% | -14.7% | -14.4% |
| 3M | -27.9% | -1.9% | -26.0% | -25.9% |
| 6M | -4.3% | -1.7% | -2.6% | -1.9% |
| YTD | -9.1% | -0.8% | -8.3% | -7.8% |
| 1Y | -21.2% | +1.5% | -22.7% | -22.3% |
| 3Y | +19.4% | +8.8% | +10.6% | +4.8% |
| 5Y | +71.6% | +2.0% | +69.6% | +65.8% |
| All | +71.6% | +2.2% | +69.4% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling