+391.7%
APP vs CDNS
+100.3%
+291.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.0% | +6.2% | +5.4% |
| 7D | +0.9% | -14.0% | +14.9% | +13.2% |
| 30D | -23.3% | -13.2% | -10.1% | -14.7% |
| 3M | -42.6% | -28.9% | -13.7% | -25.5% |
| 6M | -33.6% | -4.2% | -29.4% | -34.3% |
| YTD | -52.4% | -6.4% | -46.1% | -51.9% |
| 1Y | -35.9% | -16.2% | -19.7% | -29.5% |
| 3Y | +642.2% | +20.2% | +622.0% | +448.7% |
| 5Y | +311.1% | +76.6% | +234.4% | +101.6% |
| All | +391.7% | +100.3% | +291.3% | +115.1% |
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