+1,242.9%
CDNS vs ALK
-37.5%
+1,280.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +7.1% | -1.9% | +3.6% |
| 7D | +2.1% | +8.9% | -6.8% | +0.2% |
| 30D | -4.6% | +5.9% | -10.6% | -6.0% |
| 3M | -0.8% | -16.5% | +15.7% | +2.7% |
| 6M | -7.2% | +2.1% | -9.3% | -8.7% |
| YTD | +7.7% | -17.1% | +24.8% | +9.5% |
| 1Y | +3.5% | -2.9% | +6.4% | +1.4% |
| 3Y | +31.2% | +24.5% | +6.7% | +16.9% |
| 5Y | +84.5% | -29.1% | +113.6% | +82.8% |
| 10Y | +1,242.9% | -39.1% | +1,282.0% | +1,204.1% |
| All | +1,242.9% | -37.5% | +1,280.4% | +1,204.1% |
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