+120.8%
CDNS vs ALHC
-28.9%
+149.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -14.0% | -0.6% | -13.4% | -14.0% |
| 30D | -13.2% | -1.0% | -12.1% | -13.1% |
| 3M | -28.9% | -10.2% | -18.7% | -29.1% |
| 6M | -4.2% | -28.3% | +24.1% | -3.0% |
| YTD | -6.4% | -31.4% | +25.1% | -5.1% |
| 1Y | -16.2% | -16.9% | +0.7% | -16.9% |
| 3Y | +20.2% | +135.5% | -115.3% | -1.4% |
| 5Y | +76.6% | -33.6% | +110.3% | +60.1% |
| All | +120.8% | -28.9% | +149.7% | +88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling