+22.4%
CDNS vs AEM
+301.1%
-278.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +1.0% | -6.8% | +7.8% | +2.2% |
| 30D | -2.0% | +0.8% | -2.8% | -2.2% |
| 3M | -0.2% | -0.8% | +0.6% | -0.4% |
| 6M | -8.9% | -8.5% | -0.4% | -8.2% |
| YTD | +3.3% | +5.9% | -2.6% | +1.2% |
| 1Y | +2.2% | +6.6% | -4.4% | -0.2% |
| 3Y | +22.4% | +302.2% | -279.8% | -3.3% |
| All | +22.4% | +301.1% | -278.7% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling