+14,700.0%
MO vs CDNS
+5,916.4%
+8,783.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.8% |
| 7D | -2.0% | -9.2% | +7.2% | -1.4% |
| 30D | -0.3% | -16.3% | +16.0% | +0.9% |
| 3M | -2.9% | -27.9% | +25.0% | -0.9% |
| 6M | +5.8% | -4.3% | +10.1% | +5.5% |
| YTD | +22.0% | -9.1% | +31.1% | +22.0% |
| 1Y | +10.7% | -21.2% | +31.9% | +11.7% |
| 3Y | +94.4% | +19.4% | +75.0% | +87.7% |
| 5Y | +97.2% | +71.6% | +25.6% | +83.1% |
| 10Y | +103.0% | +1,005.1% | -902.1% | +61.4% |
| All | +14,700.0% | +5,916.4% | +8,783.6% | +7,938.5% |
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 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