+31.8%
CVS vs CDNS
+71.8%
-39.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -1.9% | -7.2% | +5.3% | -1.6% |
| 30D | -0.3% | -14.3% | +14.0% | +0.3% |
| 3M | -1.1% | -27.2% | +26.1% | +0.1% |
| 6M | +23.7% | -4.5% | +28.2% | +23.1% |
| YTD | +23.0% | -9.0% | +31.9% | +22.7% |
| 1Y | +37.2% | -21.3% | +58.5% | +38.1% |
| 3Y | +62.4% | +19.6% | +42.9% | +53.2% |
| 5Y | +31.8% | +71.5% | -39.7% | +14.8% |
| All | +31.8% | +71.8% | -39.9% | +14.8% |
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