+179.8%
CDNS vs ABCL
-79.6%
+259.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | +2.4% | +2.3% | +0.1% | +2.2% |
| 30D | -6.0% | -0.7% | -5.3% | -6.1% |
| 3M | -0.1% | +33.4% | -33.5% | -4.3% |
| 6M | -8.6% | +137.8% | -146.3% | -20.2% |
| YTD | +6.1% | +264.3% | -258.2% | -13.3% |
| 1Y | +0.8% | +209.2% | -208.4% | -16.0% |
| 3Y | +26.8% | +208.4% | -181.6% | -0.6% |
| 5Y | +86.9% | -11.9% | +98.7% | +65.3% |
| All | +179.8% | -79.6% | +259.4% | +168.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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