+5,887.0%
CDNS vs AEM
+3,538.8%
+2,348.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.9% |
| 7D | -14.0% | -0.5% | -13.5% | -14.0% |
| 30D | -13.2% | +24.0% | -37.2% | -14.1% |
| 3M | -28.9% | +16.1% | -45.0% | -29.5% |
| 6M | -4.2% | -11.6% | +7.5% | -3.8% |
| YTD | -6.4% | +21.5% | -27.9% | -7.5% |
| 1Y | -16.2% | +39.2% | -55.4% | -17.9% |
| 3Y | +20.2% | +347.4% | -327.3% | +11.2% |
| 5Y | +76.6% | +290.1% | -213.5% | +63.6% |
| 10Y | +1,029.7% | +357.8% | +671.9% | +930.6% |
| All | +5,887.0% | +3,538.8% | +2,348.2% | +6,496.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling