-21.3%
CDNS vs A
+13.9%
-35.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.6% |
| 7D | -7.2% | -4.4% | -2.8% | -5.8% |
| 30D | -14.3% | -2.7% | -11.6% | -13.4% |
| 3M | -27.2% | +7.0% | -34.2% | -28.7% |
| 6M | -4.5% | +24.6% | -29.1% | -11.4% |
| YTD | -9.0% | +7.0% | -16.0% | -9.5% |
| 1Y | -21.3% | +15.6% | -36.9% | -26.4% |
| All | -21.3% | +13.9% | -35.2% | -26.4% |
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