+110.3%
MO vs CDNS
+1,042.5%
-932.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -1.0% | -6.5% | +5.5% | -0.6% |
| 30D | +5.8% | -13.0% | +18.8% | +6.7% |
| 3M | -4.5% | -26.0% | +21.5% | -2.7% |
| 6M | +5.7% | -2.8% | +8.6% | +5.0% |
| YTD | +23.1% | -8.8% | +32.0% | +22.7% |
| 1Y | +10.9% | -15.8% | +26.7% | +11.2% |
| 3Y | +96.1% | +19.7% | +76.4% | +84.1% |
| 5Y | +100.1% | +70.8% | +29.3% | +73.2% |
| All | +110.3% | +1,042.5% | -932.3% | +19.7% |
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