+5,711.3%
CDNS vs AFL
+18,542.8%
-12,831.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.3% |
| 7D | -9.2% | -0.7% | -8.5% | -9.0% |
| 30D | -16.3% | -7.1% | -9.1% | -14.0% |
| 3M | -27.9% | +0.4% | -28.4% | -28.3% |
| 6M | -4.3% | +4.5% | -8.9% | -6.3% |
| YTD | -9.1% | +6.1% | -15.2% | -11.8% |
| 1Y | -21.2% | +10.6% | -31.8% | -25.0% |
| 3Y | +19.4% | +64.0% | -44.6% | -3.4% |
| 5Y | +71.6% | +133.7% | -62.1% | +20.5% |
| 10Y | +1,005.1% | +298.0% | +707.0% | +496.7% |
| All | +5,711.3% | +18,542.8% | -12,831.4% | +556.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling