+3,510.4%
CDNS vs ACGL
+4,853.1%
-1,342.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.0% | +5.7% | +3.6% |
| 7D | -2.4% | +0.9% | -3.3% | -2.7% |
| 30D | -10.2% | +13.7% | -23.9% | -13.6% |
| 3M | -5.5% | +8.0% | -13.5% | -7.9% |
| 6M | -9.9% | +13.3% | -23.1% | -13.7% |
| YTD | +2.3% | +11.8% | -9.5% | -2.1% |
| 1Y | -1.4% | +22.2% | -23.6% | -8.2% |
| 3Y | +28.1% | +32.5% | -4.4% | +14.4% |
| 5Y | +79.7% | +160.2% | -80.5% | +29.9% |
| 10Y | +1,183.3% | +338.5% | +844.7% | +672.9% |
| All | +3,510.4% | +4,853.1% | -1,342.7% | +1,247.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling