-16.2%
CDNS vs A
+21.7%
-37.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.2% |
| 7D | -14.0% | -1.9% | -12.1% | -13.4% |
| 30D | -13.2% | +6.9% | -20.1% | -14.9% |
| 3M | -28.9% | +9.2% | -38.1% | -30.8% |
| 6M | -4.2% | +25.7% | -29.8% | -10.9% |
| YTD | -6.4% | +11.5% | -17.9% | -8.3% |
| 1Y | -16.2% | +18.4% | -34.6% | -21.4% |
| All | -16.2% | +21.7% | -37.9% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling