+5,711.3%
CDNS vs OMC
+5,896.1%
-184.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.1% |
| 7D | -9.2% | -5.8% | -3.5% | -6.8% |
| 30D | -16.3% | -4.8% | -11.4% | -14.5% |
| 3M | -27.9% | +9.2% | -37.2% | -31.3% |
| 6M | -4.3% | -2.5% | -1.8% | -3.9% |
| YTD | -9.1% | +2.6% | -11.7% | -11.7% |
| 1Y | -21.2% | +5.9% | -27.2% | -25.3% |
| 3Y | +19.4% | +14.2% | +5.2% | +6.7% |
| 5Y | +71.6% | +33.2% | +38.4% | +39.1% |
| 10Y | +1,005.1% | +33.4% | +971.7% | +712.9% |
| All | +5,711.3% | +5,896.1% | -184.8% | +736.0% |
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