+1,005.1%
CDNS vs ACM
+128.0%
+877.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.6% |
| 7D | -9.2% | -0.3% | -9.0% | -9.1% |
| 30D | -16.3% | -12.9% | -3.3% | -11.6% |
| 3M | -27.9% | -6.4% | -21.6% | -26.6% |
| 6M | -4.3% | -29.2% | +24.9% | +9.9% |
| YTD | -9.1% | -29.9% | +20.8% | +4.3% |
| 1Y | -21.2% | -47.3% | +26.0% | +1.9% |
| 3Y | +19.4% | -19.6% | +39.0% | +28.2% |
| 5Y | +71.6% | +5.5% | +66.1% | +65.4% |
| 10Y | +1,005.1% | +129.7% | +875.4% | +703.8% |
| All | +1,005.1% | +128.0% | +877.1% | +703.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling