+71.6%
CDNS vs AA
+17.0%
+54.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.5% | -6.5% | -3.7% |
| 7D | -9.2% | +1.7% | -10.9% | -9.6% |
| 30D | -16.3% | +3.3% | -19.6% | -17.0% |
| 3M | -27.9% | -29.4% | +1.5% | -23.2% |
| 6M | -4.3% | -12.8% | +8.5% | -2.8% |
| YTD | -9.1% | -2.1% | -7.0% | -10.3% |
| 1Y | -21.2% | +62.8% | -84.0% | -30.4% |
| 3Y | +19.4% | +90.5% | -71.1% | -2.0% |
| 5Y | +71.6% | +19.1% | +52.5% | +57.9% |
| All | +71.6% | +17.0% | +54.6% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling