+11.4%
ALAB vs CDNS
-8.3%
+19.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.7% | +7.5% | +7.5% |
| 7D | +3.4% | -0.1% | +3.5% | +4.7% |
| 30D | -28.8% | -5.5% | -23.3% | -24.2% |
| 3M | -26.0% | +0.5% | -26.5% | -25.6% |
| 6M | +11.4% | -9.6% | +21.0% | +23.4% |
| All | +11.4% | -8.3% | +19.7% | +23.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling