+6,642.4%
ABT vs CDNS
+6,098.4%
+544.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | 0.0% |
| 7D | -3.7% | -14.0% | +10.3% | -2.1% |
| 30D | +2.5% | -13.2% | +15.6% | +4.0% |
| 3M | +20.2% | -28.9% | +49.1% | +24.3% |
| 6M | -2.9% | -4.2% | +1.2% | -3.1% |
| YTD | -11.9% | -6.4% | -5.6% | -12.1% |
| 1Y | -16.5% | -16.2% | -0.3% | -15.8% |
| 3Y | +12.1% | +20.2% | -8.1% | +6.9% |
| 5Y | -7.4% | +76.6% | -84.0% | -16.1% |
| 10Y | +210.7% | +1,029.7% | -819.0% | +134.1% |
| All | +6,642.4% | +6,098.4% | +544.1% | +3,382.3% |
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