+77.4%
CDNS vs ALK
-25.3%
+102.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -4.4% |
| 7D | -14.0% | -0.7% | -13.3% | -13.9% |
| 30D | -13.2% | -19.2% | +6.1% | -8.6% |
| 3M | -28.9% | -1.5% | -27.4% | -29.2% |
| 6M | -4.2% | -13.1% | +8.9% | -2.6% |
| YTD | -6.4% | -16.4% | +10.1% | -4.5% |
| 1Y | -16.2% | -33.1% | +16.9% | -9.7% |
| 3Y | +20.2% | +0.6% | +19.6% | +9.1% |
| All | +77.4% | -25.3% | +102.7% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling