-18.4%
CDNS vs ADSK
-34.7%
+16.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | -1.1% | -2.5% | +1.4% | 0.0% |
| 30D | -10.4% | -14.9% | +4.4% | -3.6% |
| 3M | -24.6% | +3.3% | -27.9% | -27.1% |
| 6M | -1.6% | -15.7% | +14.0% | +6.8% |
| YTD | -7.4% | -28.2% | +20.8% | +7.4% |
| 1Y | -18.4% | -34.5% | +16.1% | +1.7% |
| All | -18.4% | -34.7% | +16.3% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 1y: compounded portfolio wealth divided by compounded ADSK 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…
1y analysis · Full analysis span regression · 6 months rolling