+341.8%
CDNS vs ALC
+21.6%
+320.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -1.0% | -1.9% |
| 7D | -9.2% | -3.7% | -5.6% | -7.4% |
| 30D | -16.3% | -3.7% | -12.5% | -14.7% |
| 3M | -27.9% | +4.6% | -32.5% | -30.3% |
| 6M | -4.3% | -14.6% | +10.3% | +2.4% |
| YTD | -9.1% | -11.9% | +2.8% | -4.6% |
| 1Y | -21.2% | -13.1% | -8.1% | -16.9% |
| 3Y | +19.4% | -15.0% | +34.4% | +23.4% |
| 5Y | +71.6% | -16.2% | +87.8% | +76.7% |
| All | +341.8% | +21.6% | +320.2% | +250.2% |
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