+1,804.7%
CDNS vs A
+539.8%
+1,264.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.5% | +2.2% |
| 7D | +7.0% | +0.7% | +6.3% | +6.7% |
| 30D | -0.3% | +0.8% | -1.1% | -0.6% |
| 3M | +3.2% | +16.9% | -13.7% | -3.4% |
| 6M | -6.9% | +53.8% | -60.7% | -23.0% |
| YTD | +6.6% | +28.1% | -21.5% | -5.0% |
| 1Y | +5.6% | +15.0% | -9.4% | -1.8% |
| 3Y | +27.4% | +63.1% | -35.7% | +0.6% |
| 5Y | +83.7% | +11.5% | +72.3% | +68.8% |
| 10Y | +1,215.9% | +303.2% | +912.7% | +637.6% |
| All | +1,804.7% | +539.8% | +1,264.9% | +591.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling