+6,507.0%
CDNS vs AEM
+3,071.7%
+3,435.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +1.0% | -6.8% | +7.8% | +1.3% |
| 30D | -2.0% | +0.8% | -2.8% | -2.0% |
| 3M | -0.2% | -0.8% | +0.6% | -0.3% |
| 6M | -8.9% | -8.5% | -0.4% | -8.7% |
| YTD | +3.3% | +5.9% | -2.6% | +2.7% |
| 1Y | +2.2% | +6.6% | -4.4% | +1.5% |
| 3Y | +22.4% | +302.2% | -279.8% | +13.8% |
| 5Y | +78.0% | +250.8% | -172.8% | +65.8% |
| 10Y | +1,175.2% | +406.1% | +769.2% | +1,063.0% |
| All | +6,507.0% | +3,071.7% | +3,435.3% | +7,225.2% |
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