+342.5%
CDNS vs ALC
+20.4%
+322.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.7% |
| 7D | -7.2% | -5.3% | -1.9% | -4.5% |
| 30D | -14.3% | -7.1% | -7.2% | -11.0% |
| 3M | -27.2% | +0.8% | -28.0% | -28.1% |
| 6M | -4.5% | -16.0% | +11.5% | +3.1% |
| YTD | -9.0% | -12.7% | +3.8% | -4.0% |
| 1Y | -21.3% | -12.8% | -8.5% | -17.3% |
| 3Y | +19.6% | -15.8% | +35.4% | +24.3% |
| 5Y | +71.5% | -16.7% | +88.2% | +77.1% |
| All | +342.5% | +20.4% | +322.2% | +252.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ALC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling