+24.7%
CDNS vs ACI
-33.9%
+58.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.4% | +6.1% | +2.3% |
| 7D | -2.4% | -2.2% | -0.2% | -2.6% |
| 30D | -10.2% | +10.3% | -20.5% | -9.1% |
| 3M | -5.5% | +7.2% | -12.7% | -4.5% |
| 6M | -9.9% | -18.0% | +8.1% | -11.4% |
| YTD | +2.3% | -22.0% | +24.3% | 0.0% |
| 1Y | -1.4% | -23.4% | +22.0% | -3.7% |
| All | +24.7% | -33.9% | +58.7% | +20.3% |
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