+1,242.9%
CDNS vs ALB
+38.2%
+1,204.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.2% |
| 7D | +2.1% | +9.5% | -7.3% | -0.1% |
| 30D | -4.6% | -2.1% | -2.5% | -4.2% |
| 3M | -0.8% | -24.1% | +23.3% | +5.2% |
| 6M | -7.2% | -51.0% | +43.8% | +8.4% |
| YTD | +7.7% | -29.3% | +37.0% | +13.4% |
| 1Y | +3.5% | +3.2% | +0.4% | -1.1% |
| 3Y | +31.2% | -9.3% | +40.6% | +18.0% |
| 5Y | +84.5% | -61.6% | +146.2% | +102.1% |
| 10Y | +1,242.9% | +40.8% | +1,202.1% | +842.3% |
| All | +1,242.9% | +38.2% | +1,204.7% | +842.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling