+250.9%
CDNS vs ACI
+32.1%
+218.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.7% |
| 7D | -0.1% | -5.3% | +5.2% | 0.0% |
| 30D | -5.5% | +5.0% | -10.5% | -5.6% |
| 3M | +0.5% | +7.5% | -7.0% | +0.3% |
| 6M | -9.6% | -16.0% | +6.4% | -9.3% |
| YTD | +5.3% | -20.6% | +26.0% | +5.7% |
| 1Y | +3.4% | -23.5% | +26.9% | +4.0% |
| 3Y | +25.9% | -32.1% | +58.0% | +27.2% |
| 5Y | +85.8% | -42.5% | +128.3% | +87.6% |
| All | +250.9% | +32.1% | +218.7% | +215.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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