+418.3%
CDNS vs ALC
+26.4%
+392.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.7% |
| 7D | +7.0% | -6.2% | +13.2% | +10.4% |
| 30D | -0.3% | +14.0% | -14.3% | -7.2% |
| 3M | +3.2% | -2.4% | +5.5% | +3.6% |
| 6M | -6.9% | +12.6% | -19.5% | -14.2% |
| YTD | +6.6% | -8.4% | +15.0% | +8.9% |
| 1Y | +5.6% | -9.1% | +14.8% | +8.2% |
| 3Y | +27.4% | -0.3% | +27.7% | +18.9% |
| 5Y | +83.7% | -9.9% | +93.6% | +80.6% |
| All | +418.3% | +26.4% | +392.0% | +299.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling