+203.3%
CDNS vs ACI
+18.9%
+184.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.2% |
| 7D | -7.2% | -5.0% | -2.1% | -7.1% |
| 30D | -14.3% | -2.3% | -11.9% | -14.2% |
| 3M | -27.2% | -23.2% | -4.0% | -26.7% |
| 6M | -4.5% | -29.5% | +25.0% | -3.7% |
| YTD | -9.0% | -28.6% | +19.7% | -8.4% |
| 1Y | -21.3% | -34.0% | +12.7% | -20.4% |
| 3Y | +19.6% | -45.0% | +64.6% | +22.4% |
| 5Y | +71.5% | -44.0% | +115.6% | +73.1% |
| All | +203.3% | +18.9% | +184.4% | +173.8% |
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