+554.8%
MA vs CDNS
+1,242.4%
-687.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.7% | -1.4% |
| 7D | -0.3% | +2.1% | -2.5% | -1.2% |
| 30D | +11.3% | -4.6% | +15.9% | +12.7% |
| 3M | +16.7% | -0.8% | +17.5% | +15.7% |
| 6M | +32.8% | -7.2% | +40.0% | +33.1% |
| YTD | +15.6% | +7.7% | +8.0% | +7.5% |
| 1Y | +19.6% | +3.5% | +16.0% | +12.7% |
| 3Y | +72.1% | +31.2% | +40.9% | +35.3% |
| 5Y | +96.0% | +84.5% | +11.5% | +23.5% |
| 10Y | +554.8% | +1,242.9% | -688.1% | +50.6% |
| All | +554.8% | +1,242.4% | -687.6% | +50.6% |
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