-5.0%
CMG vs CDNS
+70.8%
-75.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -3.8% | -6.5% | +2.7% | -1.7% |
| 30D | +12.9% | -13.0% | +25.9% | +17.9% |
| 3M | +18.8% | -26.0% | +44.8% | +30.4% |
| 6M | +4.1% | -2.8% | +6.9% | +1.5% |
| YTD | -2.4% | -8.8% | +6.5% | -3.2% |
| 1Y | -6.7% | -15.8% | +9.2% | -5.0% |
| 3Y | -7.1% | +19.7% | -26.9% | -24.8% |
| 5Y | -5.0% | +70.8% | -75.7% | -40.2% |
| All | -5.0% | +70.8% | -75.7% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 5y: compounded portfolio wealth divided by compounded CDNS 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…
5y analysis · Full analysis span regression · 6 months rolling