-65.2%
AAL vs CDNS
+1,042.5%
-1,107.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -0.9% | -6.5% | +5.6% | +1.7% |
| 30D | -16.0% | -13.0% | -3.0% | -11.3% |
| 3M | -4.2% | -26.0% | +21.8% | +7.7% |
| 6M | +15.7% | -2.8% | +18.5% | +14.9% |
| YTD | -16.2% | -8.8% | -7.3% | -15.2% |
| 1Y | +0.2% | -15.8% | +16.1% | +4.5% |
| 3Y | -8.1% | +19.7% | -27.8% | -21.5% |
| 5Y | -32.2% | +70.8% | -103.0% | -51.5% |
| All | -65.2% | +1,042.5% | -1,107.8% | -89.9% |
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 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