+31.6%
CDNS vs ADVB
-97.5%
+129.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.5% | +2.8% |
| 7D | -2.4% | -13.9% | +11.5% | -2.6% |
| 30D | -10.2% | -68.1% | +58.0% | -11.9% |
| 3M | -5.5% | -73.4% | +67.9% | -7.4% |
| 6M | -9.9% | -70.8% | +60.9% | -10.9% |
| YTD | +2.3% | -66.1% | +68.4% | +1.2% |
| 1Y | -1.4% | -77.5% | +76.1% | -1.9% |
| All | +31.6% | -97.5% | +129.1% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling