+6,683.5%
CDNS vs ADP
+12,298.0%
-5,614.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -2.1% |
| 7D | +2.4% | +3.2% | -0.7% | +0.4% |
| 30D | -6.0% | +12.8% | -18.8% | -13.3% |
| 3M | -0.1% | +12.3% | -12.4% | -7.9% |
| 6M | -8.6% | +45.4% | -54.0% | -28.8% |
| YTD | +6.1% | +21.4% | -15.3% | -8.1% |
| 1Y | +0.8% | +23.7% | -22.9% | -13.9% |
| 3Y | +26.8% | +43.6% | -16.8% | -2.1% |
| 5Y | +86.9% | +48.7% | +38.2% | +40.9% |
| 10Y | +1,235.1% | +316.1% | +919.0% | +426.5% |
| All | +6,683.5% | +12,298.0% | -5,614.5% | +173.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling