+70.8%
CDNS vs AEM
+294.2%
-223.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.6% |
| 7D | -6.5% | -5.0% | -1.5% | -5.8% |
| 30D | -13.0% | +8.5% | -21.5% | -14.2% |
| 3M | -26.0% | +29.3% | -55.3% | -29.2% |
| 6M | -2.8% | -12.9% | +10.1% | -1.5% |
| YTD | -8.8% | +16.8% | -25.6% | -11.9% |
| 1Y | -15.8% | +29.8% | -45.7% | -20.4% |
| 3Y | +19.7% | +336.7% | -317.0% | -7.4% |
| 5Y | +70.8% | +299.9% | -229.2% | +29.9% |
| All | +70.8% | +294.2% | -223.4% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling