+60.4%
CVS vs CDNS
+1,098.6%
-1,038.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.1% |
| 7D | +6.6% | +1.0% | +5.6% | +6.4% |
| 30D | -0.4% | -2.0% | +1.5% | -0.4% |
| 3M | -5.3% | -0.2% | -5.0% | -5.7% |
| 6M | -7.7% | -8.9% | +1.2% | -7.5% |
| YTD | +16.0% | +3.3% | +12.7% | +13.8% |
| 1Y | +16.2% | +2.2% | +14.0% | +14.0% |
| 3Y | +47.6% | +22.4% | +25.2% | +36.1% |
| 5Y | +12.3% | +78.0% | -65.7% | -6.2% |
| All | +60.4% | +1,098.6% | -1,038.1% | -2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling