+17.0%
CDNS vs AEM
+344.0%
-327.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -7.2% | +3.0% | -10.2% | -7.6% |
| 30D | -14.3% | +12.5% | -26.7% | -15.8% |
| 3M | -27.2% | +26.9% | -54.1% | -30.1% |
| 6M | -4.5% | -9.4% | +4.9% | -3.9% |
| YTD | -9.0% | +20.3% | -29.2% | -12.2% |
| 1Y | -21.3% | +33.8% | -55.1% | -25.8% |
| All | +17.0% | +344.0% | -327.0% | -4.5% |
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