+462.9%
META vs CDNS
+1,098.6%
-635.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.1% | +6.0% | +4.5% |
| 7D | +5.2% | +1.0% | +4.2% | +4.6% |
| 30D | -13.0% | -2.0% | -11.0% | -12.4% |
| 3M | +7.9% | -0.2% | +8.2% | +6.6% |
| 6M | +4.2% | -8.9% | +13.1% | +6.1% |
| YTD | -2.5% | +3.3% | -5.9% | -9.4% |
| 1Y | +5.6% | +2.2% | +3.3% | -1.6% |
| 3Y | +96.8% | +22.4% | +74.4% | +55.0% |
| 5Y | +90.0% | +78.0% | +12.0% | +16.7% |
| All | +462.9% | +1,098.6% | -635.6% | +46.0% |
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 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