+83.7%
CDNS vs ABCL
-23.2%
+106.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +1.6% |
| 7D | +7.0% | +4.4% | +2.6% | +6.4% |
| 30D | -0.3% | -7.9% | +7.6% | +0.6% |
| 3M | +3.2% | +12.2% | -9.1% | +0.8% |
| 6M | -6.9% | +134.7% | -141.7% | -19.9% |
| YTD | +6.6% | +239.8% | -233.1% | -14.1% |
| 1Y | +5.6% | +192.7% | -187.1% | -13.3% |
| 3Y | +27.4% | +187.6% | -160.2% | -2.8% |
| 5Y | +83.7% | -22.6% | +106.3% | +68.0% |
| All | +83.7% | -23.2% | +106.9% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling