+4,100.0%
CMG vs CDNS
+1,585.1%
+2,514.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +1.0% |
| 7D | -1.5% | -9.2% | +7.8% | +1.8% |
| 30D | +12.7% | -16.3% | +29.0% | +19.3% |
| 3M | +26.3% | -27.9% | +54.2% | +40.0% |
| 6M | +4.5% | -4.3% | +8.8% | +3.5% |
| YTD | -0.1% | -9.1% | +9.0% | 0.0% |
| 1Y | -6.8% | -21.2% | +14.4% | -2.4% |
| 3Y | -5.0% | +19.4% | -24.4% | -17.4% |
| 5Y | -3.0% | +71.6% | -74.6% | -27.1% |
| 10Y | +323.6% | +1,005.1% | -681.5% | +71.3% |
| All | +4,100.0% | +1,585.1% | +2,514.9% | +1,179.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling