-16.2%
CDNS vs ACM
-45.8%
+29.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.9% |
| 7D | -14.0% | -3.7% | -10.3% | -12.9% |
| 30D | -13.2% | -11.1% | -2.1% | -9.5% |
| 3M | -28.9% | -8.0% | -20.9% | -26.9% |
| 6M | -4.2% | -29.7% | +25.5% | +8.1% |
| YTD | -6.4% | -29.4% | +23.0% | +5.5% |
| 1Y | -16.2% | -46.4% | +30.2% | -0.3% |
| All | -16.2% | -45.8% | +29.6% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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