+17.0%
CDNS vs OMC
+9.5%
+7.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +1.3% |
| 7D | -7.2% | -4.2% | -3.0% | -5.9% |
| 30D | -14.3% | -7.5% | -6.8% | -12.2% |
| 3M | -27.2% | +4.6% | -31.8% | -28.5% |
| 6M | -4.5% | -4.8% | +0.3% | -3.6% |
| YTD | -9.0% | -1.0% | -7.9% | -9.3% |
| 1Y | -21.3% | +3.8% | -25.2% | -23.1% |
| All | +17.0% | +9.5% | +7.5% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling