-21.3%
CDNS vs ALHC
-19.3%
-2.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | 0.0% |
| 7D | -7.2% | -4.1% | -3.1% | -7.4% |
| 30D | -14.3% | -5.4% | -8.8% | -14.5% |
| 3M | -27.2% | -32.1% | +4.9% | -28.4% |
| 6M | -4.5% | -28.5% | +24.0% | -5.1% |
| YTD | -9.0% | -34.0% | +25.1% | -9.8% |
| 1Y | -21.3% | -20.9% | -0.4% | -24.4% |
| All | -21.3% | -19.3% | -2.0% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling