+12,137.5%
CDNS vs ALB
+2,211.7%
+9,925.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.2% |
| 7D | +2.1% | +9.5% | -7.3% | -1.0% |
| 30D | -4.6% | -2.1% | -2.5% | -4.0% |
| 3M | -0.8% | -24.1% | +23.3% | +7.8% |
| 6M | -7.2% | -51.0% | +43.8% | +15.5% |
| YTD | +7.7% | -29.3% | +37.0% | +15.5% |
| 1Y | +3.5% | +3.2% | +0.4% | -3.1% |
| 3Y | +31.2% | -9.3% | +40.6% | +12.8% |
| 5Y | +84.5% | -61.6% | +146.2% | +103.2% |
| 10Y | +1,242.9% | +40.8% | +1,202.1% | +672.3% |
| All | +12,137.5% | +2,211.7% | +9,925.7% | +2,286.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling