+6,683.5%
CDNS vs AA
+217.0%
+6,466.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -0.2% |
| 7D | +2.4% | +1.2% | +1.2% | +2.1% |
| 30D | -6.0% | -5.0% | -1.0% | -4.6% |
| 3M | -0.1% | -22.2% | +22.1% | +6.8% |
| 6M | -8.6% | -36.3% | +27.8% | +2.4% |
| YTD | +6.1% | -24.2% | +30.3% | +11.4% |
| 1Y | +0.8% | +3.9% | -3.1% | -3.6% |
| 3Y | +26.8% | +67.6% | -40.8% | -0.9% |
| 5Y | +86.9% | -8.8% | +95.7% | +59.5% |
| 10Y | +1,235.1% | +45.0% | +1,190.1% | +677.3% |
| All | +6,683.5% | +217.0% | +6,466.6% | +1,615.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling