+1,005.1%
CDNS vs ALB
+78.9%
+926.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.6% | -5.5% | -3.5% |
| 7D | -9.2% | -4.4% | -4.8% | -8.3% |
| 30D | -16.3% | -1.2% | -15.1% | -16.2% |
| 3M | -27.9% | -13.3% | -14.6% | -26.0% |
| 6M | -4.3% | -19.8% | +15.4% | -1.0% |
| YTD | -9.1% | -7.9% | -1.2% | -9.7% |
| 1Y | -21.2% | +60.2% | -81.4% | -32.9% |
| 3Y | +19.4% | -26.4% | +45.8% | +15.5% |
| 5Y | +71.6% | -42.5% | +114.1% | +70.3% |
| 10Y | +1,005.1% | +83.0% | +922.0% | +597.4% |
| All | +1,005.1% | +78.9% | +926.1% | +597.4% |
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