+1,026.7%
CDNS vs OMC
+35.0%
+991.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | -0.3% |
| 7D | -6.5% | -6.2% | -0.3% | -4.7% |
| 30D | -13.0% | -7.6% | -5.4% | -11.0% |
| 3M | -26.0% | +7.4% | -33.4% | -27.9% |
| 6M | -2.8% | +0.1% | -3.0% | -3.3% |
| YTD | -8.8% | +0.4% | -9.3% | -9.8% |
| 1Y | -15.8% | +7.8% | -23.6% | -18.9% |
| 3Y | +19.7% | +11.8% | +7.9% | +12.5% |
| 5Y | +70.8% | +32.5% | +38.3% | +51.2% |
| All | +1,026.7% | +35.0% | +991.8% | +849.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling