+1,527.5%
META vs CDNS
+2,792.3%
-1,264.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +3.0% |
| 7D | +6.7% | -14.0% | +20.7% | +14.6% |
| 30D | +4.8% | -13.2% | +17.9% | +11.8% |
| 3M | -1.6% | -28.9% | +27.3% | +15.4% |
| 6M | -7.5% | -4.2% | -3.3% | -8.3% |
| YTD | -6.4% | -6.4% | 0.0% | -7.4% |
| 1Y | -17.3% | -16.2% | -1.1% | -13.9% |
| 3Y | +109.9% | +20.2% | +89.8% | +71.9% |
| 5Y | +65.4% | +76.6% | -11.3% | +8.7% |
| 10Y | +391.8% | +1,029.7% | -637.9% | +46.1% |
| All | +1,527.5% | +2,792.3% | -1,264.8% | +272.9% |
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