+1,242.9%
CDNS vs ACGL
+332.3%
+910.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.4% | +4.9% |
| 7D | +2.1% | -1.1% | +3.2% | +2.5% |
| 30D | -4.6% | +13.1% | -17.8% | -8.7% |
| 3M | -0.8% | +9.8% | -10.6% | -4.2% |
| 6M | -7.2% | +15.3% | -22.5% | -12.3% |
| YTD | +7.7% | +12.7% | -5.1% | +2.0% |
| 1Y | +3.5% | +20.7% | -17.2% | -4.4% |
| 3Y | +31.2% | +34.3% | -3.1% | +13.3% |
| 5Y | +84.5% | +170.6% | -86.1% | +17.7% |
| 10Y | +1,242.9% | +330.6% | +912.3% | +618.3% |
| All | +1,242.9% | +332.3% | +910.6% | +618.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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