+11,533.5%
CDNS vs ALB
+2,214.8%
+9,318.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.4% |
| 7D | -2.4% | +9.1% | -11.5% | -5.3% |
| 30D | -10.2% | -3.4% | -6.8% | -9.2% |
| 3M | -5.5% | -20.6% | +15.1% | +1.1% |
| 6M | -9.9% | -48.2% | +38.3% | +10.1% |
| YTD | +2.3% | -29.2% | +31.6% | +9.8% |
| 1Y | -1.4% | +10.0% | -11.4% | -9.8% |
| 3Y | +28.1% | -12.9% | +41.0% | +11.7% |
| 5Y | +79.7% | -61.3% | +141.0% | +97.3% |
| 10Y | +1,183.3% | +35.8% | +1,147.5% | +648.7% |
| All | +11,533.5% | +2,214.8% | +9,318.7% | +2,168.0% |
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