-9.4%
ABT vs CDNS
+71.8%
-81.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -4.7% | -7.2% | +2.5% | -3.9% |
| 30D | -3.1% | -14.3% | +11.1% | -1.3% |
| 3M | +16.1% | -27.2% | +43.3% | +20.6% |
| 6M | -5.3% | -4.5% | -0.8% | -6.1% |
| YTD | -14.4% | -9.0% | -5.5% | -14.8% |
| 1Y | -18.4% | -21.3% | +2.9% | -16.9% |
| 3Y | +11.2% | +19.6% | -8.4% | -0.9% |
| 5Y | -9.4% | +71.5% | -80.9% | -32.0% |
| All | -9.4% | +71.8% | -81.1% | -32.0% |
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