+107.3%
META vs CDNS
+20.2%
+87.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +2.5% |
| 7D | +6.7% | -14.0% | +20.7% | +12.6% |
| 30D | +4.8% | -13.2% | +17.9% | +10.0% |
| 3M | -1.6% | -28.9% | +27.3% | +11.2% |
| 6M | -7.5% | -4.2% | -3.3% | -8.5% |
| YTD | -6.4% | -6.4% | 0.0% | -7.4% |
| 1Y | -17.3% | -16.2% | -1.1% | -14.3% |
| All | +107.3% | +20.2% | +87.1% | +63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling