+400.4%
ALAB vs CDNS
-6.8%
+407.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -4.0% | +13.7% | +13.2% |
| 7D | +7.2% | -14.0% | +21.2% | +21.7% |
| 30D | -2.5% | -13.2% | +10.6% | +9.8% |
| 3M | -13.3% | -28.9% | +15.6% | +17.1% |
| 6M | +172.8% | -4.2% | +177.0% | +176.1% |
| YTD | +86.6% | -6.4% | +92.9% | +90.1% |
| 1Y | +65.2% | -16.2% | +81.4% | +87.5% |
| All | +400.4% | -6.8% | +407.2% | +349.1% |
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