+70.8%
CDNS vs AFL
+131.0%
-60.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | -6.5% | -3.3% | -3.3% | -5.6% |
| 30D | -13.0% | -5.0% | -8.0% | -11.7% |
| 3M | -26.0% | -1.8% | -24.2% | -25.8% |
| 6M | -2.8% | +4.8% | -7.7% | -4.9% |
| YTD | -8.8% | +5.4% | -14.3% | -11.2% |
| 1Y | -15.8% | +9.0% | -24.8% | -19.3% |
| 3Y | +19.7% | +63.0% | -43.3% | -5.4% |
| 5Y | +70.8% | +134.5% | -63.7% | +7.7% |
| All | +70.8% | +131.0% | -60.2% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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