+506.6%
APP vs CDNS
+127.0%
+379.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.1% | -2.4% |
| 7D | +61.1% | +2.4% | +58.7% | +56.7% |
| 30D | +42.8% | -6.0% | +48.8% | +47.8% |
| 3M | +16.7% | -0.1% | +16.8% | +13.1% |
| 6M | -15.6% | -8.6% | -7.0% | -13.9% |
| YTD | -41.3% | +6.1% | -47.4% | -47.7% |
| 1Y | -39.3% | +0.8% | -40.1% | -43.3% |
| 3Y | +803.2% | +26.8% | +776.4% | +533.4% |
| 5Y | +313.2% | +86.9% | +226.3% | +87.4% |
| All | +506.6% | +127.0% | +379.6% | +134.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling