+6,717.9%
CDNS vs ALK
+773.0%
+5,944.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.8% | +6.1% | +2.5% |
| 7D | +7.0% | +0.9% | +6.1% | +6.7% |
| 30D | -0.3% | +3.3% | -3.5% | -1.5% |
| 3M | +3.2% | -17.6% | +20.7% | +7.8% |
| 6M | -6.9% | +0.8% | -7.7% | -8.5% |
| YTD | +6.6% | -22.4% | +29.0% | +10.5% |
| 1Y | +5.6% | -10.1% | +15.7% | +5.1% |
| 3Y | +27.4% | +14.0% | +13.5% | +13.7% |
| 5Y | +83.7% | -29.8% | +113.5% | +83.0% |
| 10Y | +1,215.9% | -44.8% | +1,260.7% | +1,138.7% |
| All | +6,717.9% | +773.0% | +5,944.9% | +1,678.7% |
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 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