+77.4%
CDNS vs ALB
-44.4%
+121.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.4% | +0.5% | -3.1% |
| 7D | -14.0% | -8.1% | -5.9% | -12.5% |
| 30D | -13.2% | +6.3% | -19.4% | -14.5% |
| 3M | -28.9% | -23.6% | -5.3% | -25.1% |
| 6M | -4.2% | -24.6% | +20.4% | +0.2% |
| YTD | -6.4% | -10.3% | +3.9% | -6.4% |
| 1Y | -16.2% | +61.5% | -77.7% | -27.8% |
| 3Y | +20.2% | -34.0% | +54.1% | +21.9% |
| All | +77.4% | -44.4% | +121.8% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling