+1,348.3%
CDNS vs ACM
+233.3%
+1,114.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.8% |
| 6M | -9.9% | -19.7% | +9.8% | -2.1% |
| YTD | +2.3% | -28.8% | +31.2% | +16.8% |
| 1Y | -1.4% | -47.9% | +46.5% | +29.2% |
| 3Y | +28.1% | -12.4% | +40.4% | +31.9% |
| 5Y | +79.7% | +0.6% | +79.2% | +73.5% |
| 10Y | +1,183.3% | +161.3% | +1,022.0% | +621.6% |
| All | +1,348.3% | +233.3% | +1,114.9% | +516.5% |
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