-26.8%
AAL vs CDNS
+1,970.3%
-1,997.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | -6.2% |
| 7D | +2.9% | +7.0% | -4.1% | -0.4% |
| 30D | +6.5% | -0.3% | +6.7% | +6.3% |
| 3M | -10.9% | +3.2% | -14.0% | -13.0% |
| 6M | +4.9% | -6.9% | +11.8% | +6.4% |
| YTD | -13.2% | +6.6% | -19.8% | -19.1% |
| 1Y | -1.1% | +5.6% | -6.7% | -7.5% |
| 3Y | +12.8% | +27.4% | -14.6% | -9.1% |
| 5Y | -34.4% | +83.7% | -118.1% | -57.2% |
| 10Y | -67.9% | +1,215.9% | -1,283.8% | -93.4% |
| All | -26.8% | +1,970.3% | -1,997.2% | -91.9% |
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 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