+5.6%
CDNS vs ACM
-46.1%
+51.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +7.0% | +5.1% | +1.9% | +5.6% |
| 30D | -0.3% | +18.7% | -18.9% | -4.8% |
| 3M | +3.2% | +15.5% | -12.3% | -1.4% |
| 6M | -6.9% | +1.2% | -8.1% | -7.2% |
| YTD | +6.6% | -25.2% | +31.9% | +17.6% |
| 1Y | +5.6% | -46.3% | +51.9% | +22.6% |
| All | +5.6% | -46.1% | +51.7% | +22.6% |
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