+1,005.1%
CDNS vs ADP
+269.5%
+735.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.5% | -0.7% |
| 7D | -9.2% | -5.5% | -3.8% | -5.9% |
| 30D | -16.3% | -1.2% | -15.0% | -15.7% |
| 3M | -27.9% | +17.9% | -45.8% | -36.0% |
| 6M | -4.3% | +20.3% | -24.6% | -16.5% |
| YTD | -9.1% | +5.8% | -14.9% | -13.7% |
| 1Y | -21.2% | -7.7% | -13.5% | -18.4% |
| 3Y | +19.4% | +14.7% | +4.7% | +5.3% |
| 5Y | +71.6% | +45.8% | +25.8% | +28.6% |
| 10Y | +1,005.1% | +270.5% | +734.6% | +392.9% |
| All | +1,005.1% | +269.5% | +735.6% | +392.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 10y: compounded portfolio wealth divided by compounded ADP 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…
10y analysis · Full analysis span regression · 6 months rolling