-16.2%
CDNS vs AEM
+40.5%
-56.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.8% |
| 7D | -14.0% | -0.5% | -13.5% | -13.9% |
| 30D | -13.2% | +24.0% | -37.2% | -15.9% |
| 3M | -28.9% | +16.1% | -45.0% | -30.6% |
| 6M | -4.2% | -11.6% | +7.5% | -3.6% |
| YTD | -6.4% | +21.5% | -27.9% | -8.4% |
| 1Y | -16.2% | +39.2% | -55.4% | -25.8% |
| All | -16.2% | +40.5% | -56.7% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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