+211.9%
CDNS vs ACI
+25.9%
+186.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.3% |
| 3M | -28.9% | -19.8% | -9.1% | -28.6% |
| 6M | -4.2% | -24.7% | +20.6% | -3.5% |
| YTD | -6.4% | -24.4% | +18.0% | -5.9% |
| 1Y | -16.2% | -31.5% | +15.3% | -15.3% |
| 3Y | +20.2% | -38.7% | +58.9% | +22.1% |
| 5Y | +76.6% | -42.8% | +119.4% | +78.1% |
| All | +211.9% | +25.9% | +186.0% | +181.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling