+2.3%
CDNS vs ALK
-4.9%
+7.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +7.1% | -1.9% | +3.9% |
| 7D | +2.1% | +8.9% | -6.8% | +0.5% |
| 30D | -4.6% | +5.9% | -10.6% | -5.6% |
| 3M | -0.8% | -16.5% | +15.7% | +2.1% |
| 6M | -7.2% | +2.1% | -9.3% | -8.4% |
| YTD | +7.7% | -17.1% | +24.8% | +7.2% |
| All | +2.3% | -4.9% | +7.2% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling