-21.3%
CDNS vs ADM
+42.9%
-64.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.3% | +0.3% |
| 7D | -7.2% | +1.4% | -8.6% | -7.1% |
| 30D | -14.3% | +8.2% | -22.5% | -13.9% |
| 3M | -27.2% | +8.7% | -35.9% | -27.0% |
| 6M | -4.5% | +29.1% | -33.6% | -3.6% |
| YTD | -9.0% | +53.7% | -62.6% | -6.7% |
| 1Y | -21.3% | +43.2% | -64.6% | -19.2% |
| All | -21.3% | +42.9% | -64.2% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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