+0.8%
CDNS vs ADVB
-73.6%
+74.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.4% | -1.4% |
| 7D | +2.4% | -4.1% | +6.5% | +2.3% |
| 30D | -6.0% | -60.3% | +54.3% | -8.5% |
| 3M | -0.1% | -73.3% | +73.2% | -3.9% |
| 6M | -8.6% | -65.9% | +57.3% | -9.7% |
| YTD | +6.1% | -63.9% | +70.0% | +6.3% |
| 1Y | +0.8% | -74.1% | +75.0% | +0.7% |
| All | +0.8% | -73.6% | +74.4% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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