+1,036.6%
CDNS vs AA
+121.9%
+914.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.5% |
| 7D | -7.2% | -0.6% | -6.6% | -7.1% |
| 30D | -14.3% | -1.6% | -12.7% | -14.1% |
| 3M | -27.2% | -29.8% | +2.6% | -22.6% |
| 6M | -4.5% | -16.6% | +12.1% | -2.3% |
| YTD | -9.0% | -4.0% | -4.9% | -9.7% |
| 1Y | -21.3% | +63.5% | -84.8% | -29.9% |
| 3Y | +19.6% | +86.8% | -67.2% | +0.1% |
| 5Y | +71.5% | +12.4% | +59.2% | +50.5% |
| 10Y | +1,036.6% | +132.3% | +904.3% | +614.4% |
| All | +1,036.6% | +121.9% | +914.7% | +614.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling