+28.1%
CDNS vs ALK
+16.0%
+12.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.6% |
| 7D | -2.4% | +9.0% | -11.5% | -4.1% |
| 30D | -10.2% | -1.6% | -8.5% | -10.0% |
| 3M | -5.5% | -23.2% | +17.7% | -0.8% |
| 6M | -9.9% | -3.9% | -6.0% | -10.1% |
| YTD | +2.3% | -22.6% | +24.9% | +5.3% |
| 1Y | -1.4% | -5.3% | +3.9% | -3.0% |
| 3Y | +28.1% | +18.6% | +9.5% | +17.9% |
| All | +28.1% | +16.0% | +12.1% | +17.9% |
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