+5,887.0%
CDNS vs ALK
+839.9%
+5,047.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.4% |
| 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% | -4.4% |
| 1Y | -16.2% | -33.1% | +16.9% | -9.9% |
| 3Y | +20.2% | +0.6% | +19.6% | +11.2% |
| 5Y | +76.6% | -26.4% | +103.0% | +73.9% |
| 10Y | +1,029.7% | -34.2% | +1,063.8% | +917.9% |
| All | +5,887.0% | +839.9% | +5,047.2% | +1,439.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling