+1,157.5%
CDNS vs ALK
-41.7%
+1,199.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.6% |
| 7D | -2.4% | +9.0% | -11.5% | -4.3% |
| 30D | -10.2% | -1.6% | -8.5% | -10.1% |
| 3M | -5.5% | -23.2% | +17.7% | -0.3% |
| 6M | -9.9% | -3.9% | -6.0% | -10.2% |
| YTD | +2.3% | -22.6% | +24.9% | +5.6% |
| 1Y | -1.4% | -5.3% | +3.9% | -2.9% |
| 3Y | +28.1% | +18.6% | +9.5% | +15.3% |
| 5Y | +79.7% | -34.4% | +114.1% | +81.0% |
| All | +1,157.5% | -41.7% | +1,199.3% | +1,153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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