+1,242.9%
CDNS vs ACM
+147.1%
+1,095.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.2% | 0.0% | +2.9% |
| 7D | +2.1% | +6.9% | -4.8% | -0.7% |
| 30D | -4.6% | +19.1% | -23.7% | -11.6% |
| 3M | -0.8% | -6.9% | +6.1% | +1.4% |
| 6M | -7.2% | -12.0% | +4.8% | -3.3% |
| YTD | +7.7% | -25.1% | +32.8% | +19.9% |
| 1Y | +3.5% | -45.4% | +48.9% | +32.2% |
| 3Y | +31.2% | -6.9% | +38.1% | +32.1% |
| 5Y | +84.5% | +3.7% | +80.8% | +77.2% |
| 10Y | +1,242.9% | +135.8% | +1,107.1% | +818.3% |
| All | +1,242.9% | +147.1% | +1,095.8% | +818.3% |
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 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