+17.1%
CDNS vs ADSK
-3.6%
+20.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -1.3% |
| 7D | -6.5% | -10.9% | +4.4% | -0.2% |
| 30D | -13.0% | -15.9% | +2.9% | -4.1% |
| 3M | -26.0% | -4.4% | -21.6% | -25.5% |
| 6M | -2.8% | -16.6% | +13.8% | +6.6% |
| YTD | -8.8% | -28.5% | +19.7% | +10.1% |
| 1Y | -15.8% | -34.6% | +18.8% | +7.9% |
| All | +17.1% | -3.6% | +20.7% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling