+77.4%
CDNS vs ACGL
+161.8%
-84.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.6% |
| 7D | -14.0% | -0.7% | -13.3% | -13.9% |
| 30D | -13.2% | -1.0% | -12.2% | -13.0% |
| 3M | -28.9% | +11.0% | -39.9% | -31.1% |
| 6M | -4.2% | -0.3% | -3.8% | -4.4% |
| YTD | -6.4% | +2.3% | -8.6% | -7.6% |
| 1Y | -16.2% | +6.4% | -22.6% | -18.6% |
| 3Y | +20.2% | +34.0% | -13.8% | +4.0% |
| All | +77.4% | +161.8% | -84.4% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling