+19.2%
CDNS vs ALK
+2.1%
+17.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -4.3% |
| 7D | -14.0% | -0.7% | -13.3% | -13.9% |
| 30D | -13.2% | -19.2% | +6.1% | -9.6% |
| 3M | -28.9% | -1.5% | -27.4% | -29.0% |
| 6M | -4.2% | -13.1% | +8.9% | -2.9% |
| YTD | -6.4% | -16.4% | +10.1% | -4.9% |
| 1Y | -16.2% | -33.1% | +16.9% | -11.3% |
| All | +19.2% | +2.1% | +17.1% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling