+1,005.1%
CDNS vs ACGL
+263.8%
+741.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -2.1% |
| 7D | -9.2% | -2.9% | -6.3% | -8.3% |
| 30D | -16.3% | -2.8% | -13.4% | -15.5% |
| 3M | -27.9% | +6.8% | -34.7% | -29.8% |
| 6M | -4.3% | -1.5% | -2.8% | -4.5% |
| YTD | -9.1% | -0.2% | -8.9% | -10.1% |
| 1Y | -21.2% | +5.3% | -26.5% | -23.8% |
| 3Y | +19.4% | +30.3% | -10.9% | +3.6% |
| 5Y | +71.6% | +151.8% | -80.2% | +11.8% |
| 10Y | +1,005.1% | +266.9% | +738.2% | +505.9% |
| All | +1,005.1% | +263.8% | +741.3% | +505.9% |
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