-21.3%
CDNS vs ACI
-35.6%
+14.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | -0.2% |
| 7D | -7.2% | -5.0% | -2.1% | -7.9% |
| 30D | -14.3% | -2.3% | -11.9% | -14.5% |
| 3M | -27.2% | -23.2% | -4.0% | -30.8% |
| 6M | -4.5% | -29.5% | +25.0% | -11.0% |
| YTD | -9.0% | -28.6% | +19.7% | -14.8% |
| 1Y | -21.3% | -34.0% | +12.7% | -28.7% |
| All | -21.3% | -35.6% | +14.3% | -28.7% |
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