+1,572.6%
CDNS vs A
+457.0%
+1,115.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.2% |
| 7D | -14.0% | -1.9% | -12.1% | -13.3% |
| 30D | -13.2% | +6.9% | -20.1% | -15.6% |
| 3M | -28.9% | +9.2% | -38.1% | -31.6% |
| 6M | -4.2% | +25.7% | -29.8% | -13.9% |
| YTD | -6.4% | +11.5% | -17.9% | -11.6% |
| 1Y | -16.2% | +18.4% | -34.6% | -23.1% |
| 3Y | +20.2% | +26.6% | -6.4% | +5.2% |
| 5Y | +76.6% | -12.8% | +89.4% | +79.7% |
| 10Y | +1,029.7% | +247.2% | +782.5% | +573.4% |
| All | +1,572.6% | +457.0% | +1,115.5% | +543.8% |
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