+147.0%
CDNS vs ABCL
-81.3%
+228.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.8% |
| 7D | -14.0% | +0.7% | -14.7% | -14.1% |
| 30D | -13.2% | +93.1% | -106.2% | -20.9% |
| 3M | -28.9% | +79.4% | -108.3% | -35.1% |
| 6M | -4.2% | +214.9% | -219.0% | -19.2% |
| YTD | -6.4% | +234.2% | -240.6% | -22.3% |
| 1Y | -16.2% | +174.8% | -191.0% | -29.3% |
| 3Y | +20.2% | +104.5% | -84.3% | -0.2% |
| 5Y | +76.6% | -39.0% | +115.6% | +61.8% |
| All | +147.0% | -81.3% | +228.2% | +140.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling