+71.6%
CDNS vs ADM
+64.4%
+7.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.2% |
| 3M | -27.9% | +6.0% | -33.9% | -28.5% |
| 6M | -4.3% | +26.9% | -31.2% | -7.0% |
| YTD | -9.1% | +50.0% | -59.1% | -13.5% |
| 1Y | -21.2% | +39.6% | -60.8% | -24.4% |
| 3Y | +19.4% | +18.5% | +0.8% | +17.0% |
| 5Y | +71.6% | +62.6% | +9.0% | +55.3% |
| All | +71.6% | +64.4% | +7.2% | +55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling