-15.8%
CDNS vs MULL
+2,040.8%
-2,056.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.3% | +9.5% | +0.9% |
| 7D | -6.5% | +3.6% | -10.1% | -6.9% |
| 30D | -13.0% | +22.0% | -35.0% | -14.8% |
| 3M | -26.0% | -8.6% | -17.4% | -28.7% |
| 6M | -2.8% | +248.5% | -251.4% | -19.4% |
| YTD | -8.8% | +516.3% | -525.1% | -29.3% |
| 1Y | -15.8% | +2,036.6% | -2,052.5% | -46.0% |
| All | -15.8% | +2,040.8% | -2,056.6% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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