+1,206.6%
CDNS vs ADP
+319.4%
+887.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.9% |
| 7D | +7.0% | +0.3% | +6.8% | +6.8% |
| 30D | -0.3% | +11.6% | -11.9% | -7.6% |
| 3M | +3.2% | +15.1% | -11.9% | -6.6% |
| 6M | -6.9% | +46.0% | -52.9% | -28.7% |
| YTD | +6.6% | +22.4% | -15.8% | -8.6% |
| 1Y | +5.6% | +24.5% | -18.8% | -10.7% |
| 3Y | +27.4% | +44.8% | -17.4% | -4.0% |
| 5Y | +83.7% | +49.1% | +34.6% | +34.6% |
| All | +1,206.6% | +319.4% | +887.2% | +403.6% |
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