+19.4%
CDNS vs ADM
+18.5%
+0.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -9.2% | -0.1% | -9.2% | -9.2% |
| 30D | -16.3% | +11.0% | -27.3% | -16.3% |
| 3M | -27.9% | +6.0% | -33.9% | -28.0% |
| 6M | -4.3% | +26.9% | -31.2% | -4.5% |
| YTD | -9.1% | +50.0% | -59.1% | -9.4% |
| 1Y | -21.2% | +39.6% | -60.8% | -21.3% |
| 3Y | +19.4% | +18.5% | +0.8% | +18.3% |
| All | +19.4% | +18.5% | +0.8% | +18.3% |
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