-18.2%
META vs CDNS
-19.7%
+1.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | 0.0% |
| 7D | +6.0% | -9.2% | +15.3% | +7.9% |
| 30D | +3.6% | -16.3% | +19.9% | +6.8% |
| 3M | +4.9% | -27.9% | +32.8% | +11.1% |
| 6M | -4.7% | -4.3% | -0.4% | -5.8% |
| YTD | -6.9% | -9.1% | +2.2% | -7.5% |
| 1Y | -18.2% | -21.2% | +3.0% | -16.2% |
| All | -18.2% | -19.7% | +1.5% | -16.2% |
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