+13,824.2%
MA vs CDNS
+1,527.9%
+12,296.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | +0.3% |
| 7D | -2.7% | -14.0% | +11.3% | +2.7% |
| 30D | +1.5% | -13.2% | +14.7% | +6.5% |
| 3M | +20.4% | -28.9% | +49.3% | +34.9% |
| 6M | +11.1% | -4.2% | +15.3% | +10.3% |
| YTD | +2.0% | -6.4% | +8.3% | +1.2% |
| 1Y | -2.2% | -16.2% | +14.1% | +0.5% |
| 3Y | +41.9% | +20.2% | +21.7% | +20.1% |
| 5Y | +75.4% | +76.6% | -1.3% | +23.5% |
| 10Y | +527.5% | +1,029.7% | -502.1% | +111.9% |
| All | +13,824.2% | +1,527.9% | +12,296.2% | +2,813.0% |
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