+355.1%
CDNS vs ALC
+24.0%
+331.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -2.9% |
| 7D | -14.0% | -2.1% | -11.9% | -13.0% |
| 30D | -13.2% | -0.1% | -13.1% | -13.3% |
| 3M | -28.9% | +5.9% | -34.8% | -31.7% |
| 6M | -4.2% | -15.9% | +11.8% | +3.6% |
| YTD | -6.4% | -10.1% | +3.7% | -2.8% |
| 1Y | -16.2% | -10.2% | -6.0% | -13.2% |
| 3Y | +20.2% | -13.6% | +33.7% | +23.1% |
| 5Y | +76.6% | -15.1% | +91.8% | +80.8% |
| All | +355.1% | +24.0% | +331.1% | +257.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling