+21.2%
CDNS vs ALL
+155.4%
-134.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.6% | -4.0% |
| 7D | -14.0% | 0.0% | -14.0% | -14.0% |
| 30D | -13.2% | -1.5% | -11.7% | -13.1% |
| 3M | -28.9% | +23.6% | -52.5% | -29.3% |
| 6M | -4.2% | +22.3% | -26.5% | -4.8% |
| YTD | -6.4% | +26.5% | -32.9% | -7.3% |
| 1Y | -16.2% | +27.0% | -43.2% | -17.2% |
| All | +21.2% | +155.4% | -134.1% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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