+1,225.0%
CDNS vs ACM
+230.8%
+994.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.8% |
| 7D | -14.0% | -3.7% | -10.3% | -12.5% |
| 30D | -13.2% | -11.1% | -2.1% | -9.0% |
| 3M | -28.9% | -8.0% | -20.9% | -26.9% |
| 6M | -4.2% | -29.7% | +25.5% | +11.1% |
| YTD | -6.4% | -29.4% | +23.0% | +7.8% |
| 1Y | -16.2% | -46.4% | +30.2% | +9.0% |
| 3Y | +20.2% | -22.3% | +42.5% | +31.2% |
| 5Y | +76.6% | +4.5% | +72.2% | +68.1% |
| 10Y | +1,029.7% | +127.6% | +902.0% | +580.9% |
| All | +1,225.0% | +230.8% | +994.2% | +468.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling