+5.6%
CDNS vs ALB
-9.0%
+14.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.4% |
| 7D | +7.0% | -3.6% | +10.6% | +7.6% |
| 30D | -0.3% | -2.9% | +2.6% | 0.0% |
| 3M | +3.2% | -25.8% | +29.0% | +6.6% |
| 6M | -6.9% | -53.6% | +46.7% | +2.8% |
| YTD | +6.6% | -32.4% | +39.0% | +11.5% |
| 1Y | +5.6% | -13.0% | +18.7% | +11.3% |
| All | +5.6% | -9.0% | +14.6% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling