+1,823.0%
CDNS vs A
+566.3%
+1,256.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.1% | +2.1% | +3.9% |
| 7D | +2.1% | +4.8% | -2.6% | +0.3% |
| 30D | -4.6% | +5.6% | -10.3% | -6.7% |
| 3M | -0.8% | +23.6% | -24.4% | -9.2% |
| 6M | -7.2% | +56.4% | -63.6% | -23.8% |
| YTD | +7.7% | +33.4% | -25.7% | -5.7% |
| 1Y | +3.5% | +23.7% | -20.2% | -6.6% |
| 3Y | +31.2% | +71.0% | -39.8% | +1.6% |
| 5Y | +84.5% | +16.8% | +67.7% | +66.3% |
| 10Y | +1,242.9% | +323.8% | +919.1% | +637.6% |
| All | +1,823.0% | +566.3% | +1,256.8% | +586.7% |
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