+17.0%
MA vs CDNS
+3.9%
+13.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.5% | -1.3% |
| 7D | -0.5% | +7.0% | -7.5% | -0.9% |
| 30D | +7.9% | -0.3% | +8.2% | +7.9% |
| 3M | +16.8% | +3.2% | +13.6% | +16.4% |
| 6M | +31.0% | -6.9% | +37.9% | +30.5% |
| YTD | +15.0% | +6.6% | +8.4% | +10.4% |
| 1Y | +17.0% | +5.6% | +11.4% | +11.5% |
| All | +17.0% | +3.9% | +13.2% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling