+6,507.0%
CDNS vs OMC
+6,469.3%
+37.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.7% |
| 7D | +1.0% | +1.9% | -0.9% | +0.1% |
| 30D | -2.0% | +12.2% | -14.2% | -7.4% |
| 3M | -0.2% | +0.6% | -0.8% | -1.3% |
| 6M | -8.9% | +21.0% | -29.9% | -17.7% |
| YTD | +3.3% | +12.4% | -9.0% | -4.4% |
| 1Y | +2.2% | +25.4% | -23.2% | -10.5% |
| 3Y | +22.4% | +29.2% | -6.8% | +2.7% |
| 5Y | +78.0% | +52.6% | +25.4% | +35.0% |
| 10Y | +1,175.2% | +53.6% | +1,121.6% | +770.8% |
| All | +6,507.0% | +6,469.3% | +37.8% | +805.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling