-32.5%
AAL vs CDNS
+72.8%
-105.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.3% | -0.4% |
| 7D | -0.3% | -9.2% | +8.9% | +3.7% |
| 30D | -19.0% | -16.3% | -2.8% | -12.9% |
| 3M | -5.1% | -27.9% | +22.9% | +8.4% |
| 6M | +15.5% | -4.3% | +19.8% | +15.2% |
| YTD | -15.8% | -9.1% | -6.7% | -14.8% |
| 1Y | -0.3% | -21.2% | +20.9% | +7.0% |
| 3Y | -7.7% | +19.4% | -27.0% | -24.4% |
| 5Y | -32.5% | +71.6% | -104.1% | -55.6% |
| All | -32.5% | +72.8% | -105.3% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling