+21.2%
CDNS vs ACI
-40.4%
+61.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -4.0% |
| 7D | -14.0% | +0.2% | -14.2% | -14.0% |
| 30D | -13.2% | +5.9% | -19.1% | -12.7% |
| 3M | -28.9% | -19.8% | -9.1% | -30.5% |
| 6M | -4.2% | -24.7% | +20.6% | -6.9% |
| YTD | -6.4% | -24.4% | +18.0% | -9.0% |
| 1Y | -16.2% | -31.5% | +15.3% | -18.5% |
| All | +21.2% | -40.4% | +61.6% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling