+25.6%
CDNS vs ADM
+5.7%
+19.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.5% |
| 7D | +2.4% | -1.8% | +4.3% | +2.4% |
| 30D | -6.0% | -13.3% | +7.2% | -6.4% |
| 3M | -0.1% | -13.4% | +13.3% | -0.5% |
| 6M | -8.6% | -9.6% | +1.0% | -9.0% |
| YTD | +6.1% | +23.0% | -16.9% | +5.5% |
| 1Y | +0.8% | +27.4% | -26.5% | +0.1% |
| All | +25.6% | +5.7% | +19.9% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling