+1,166.2%
CDNS vs ACM
+132.6%
+1,033.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.6% | -3.3% |
| 7D | +1.0% | +5.6% | -4.7% | -1.4% |
| 30D | -2.0% | +20.8% | -22.8% | -9.9% |
| 3M | -0.2% | +11.4% | -11.6% | -5.6% |
| 6M | -8.9% | +0.9% | -9.8% | -10.4% |
| YTD | +3.3% | -24.8% | +28.2% | +15.2% |
| 1Y | +2.2% | -46.4% | +48.7% | +32.5% |
| 3Y | +22.4% | -9.2% | +31.6% | +24.4% |
| 5Y | +78.0% | +5.0% | +73.0% | +69.6% |
| All | +1,166.2% | +132.6% | +1,033.6% | +748.9% |
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