-21.2%
CDNS vs ALK
-35.5%
+14.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.2% | -2.4% |
| 7D | -9.2% | +0.1% | -9.4% | -9.3% |
| 30D | -16.3% | -18.5% | +2.2% | -13.6% |
| 3M | -27.9% | -3.6% | -24.4% | -27.6% |
| 6M | -4.3% | -3.7% | -0.6% | -5.4% |
| YTD | -9.1% | -19.0% | +9.9% | -8.6% |
| 1Y | -21.2% | -36.0% | +14.8% | -25.3% |
| All | -21.2% | -35.5% | +14.3% | -25.3% |
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