+2,901.1%
CDNS vs ACWI
+330.0%
+2,571.2%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.8% | +2.8% |
| 7D | -2.4% | -2.4% | -0.1% | +0.4% |
| 30D | -10.2% | -5.2% | -5.0% | -4.0% |
| 3M | -5.5% | -4.8% | -0.6% | +0.6% |
| 6M | -9.9% | -1.3% | -8.5% | -7.9% |
| YTD | +2.3% | +8.4% | -6.0% | -6.3% |
| 1Y | -1.4% | +11.0% | -12.4% | -12.2% |
| 3Y | +28.1% | +70.6% | -42.5% | -29.3% |
| 5Y | +79.7% | +55.3% | +24.4% | +13.1% |
| 10Y | +1,183.3% | +223.2% | +960.1% | +264.4% |
| All | +2,901.1% | +330.0% | +2,571.2% | +479.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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