-5.4%
CDNS vs AHR
+357.7%
-363.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | -7.2% | -4.3% | -2.9% | -6.7% |
| 30D | -14.3% | -3.1% | -11.2% | -13.9% |
| 3M | -27.2% | +15.7% | -42.9% | -28.8% |
| 6M | -4.5% | +4.1% | -8.6% | -4.9% |
| YTD | -9.0% | +15.4% | -24.4% | -12.2% |
| 1Y | -21.3% | +28.0% | -49.3% | -26.8% |
| All | -5.4% | +357.7% | -363.1% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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