+10.5%
MO vs CDNS
-15.6%
+26.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -1.5% |
| 7D | +0.3% | -14.0% | +14.3% | -1.9% |
| 30D | +0.6% | -13.2% | +13.8% | -1.4% |
| 3M | -1.0% | -28.9% | +27.9% | -5.5% |
| 6M | +4.3% | -4.2% | +8.5% | +3.5% |
| YTD | +23.3% | -6.4% | +29.6% | +22.6% |
| 1Y | +10.5% | -16.2% | +26.7% | +8.4% |
| All | +10.5% | -15.6% | +26.1% | +8.4% |
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