+28.1%
CDNS vs ACM
-12.3%
+40.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -2.4% | +5.4% | -7.8% | -4.7% |
| 30D | -10.2% | +15.1% | -25.3% | -15.9% |
| 3M | -5.5% | -10.5% | +5.0% | -0.8% |
| 6M | -9.9% | -19.7% | +9.8% | -0.3% |
| YTD | +2.3% | -28.8% | +31.2% | +20.1% |
| 1Y | -1.4% | -47.9% | +46.5% | +39.2% |
| 3Y | +28.1% | -12.4% | +40.4% | +31.6% |
| All | +28.1% | -12.3% | +40.4% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling