+114.3%
CDNS vs ALHC
-29.3%
+143.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.9% |
| 7D | -9.2% | -1.0% | -8.3% | -9.2% |
| 30D | -16.3% | -6.3% | -9.9% | -15.9% |
| 3M | -27.9% | -12.3% | -15.6% | -28.0% |
| 6M | -4.3% | -27.0% | +22.7% | -3.4% |
| YTD | -9.1% | -31.8% | +22.7% | -7.8% |
| 1Y | -21.2% | -17.0% | -4.2% | -21.9% |
| 3Y | +19.4% | +159.8% | -140.5% | -3.7% |
| 5Y | +71.6% | -25.1% | +96.7% | +53.5% |
| All | +114.3% | -29.3% | +143.6% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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