+2.2%
CDNS vs ACI
-23.3%
+25.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -3.2% |
| 7D | +1.0% | +2.3% | -1.3% | +1.3% |
| 30D | -2.0% | +1.2% | -3.2% | -1.5% |
| 3M | -0.2% | +6.8% | -7.0% | +1.3% |
| 6M | -8.9% | -18.7% | +9.8% | -13.6% |
| YTD | +3.3% | -20.2% | +23.6% | -2.4% |
| 1Y | +2.2% | -23.7% | +25.9% | -3.9% |
| All | +2.2% | -23.3% | +25.6% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling