-9.9%
CDNS vs ALL
+17.5%
-27.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.5% | +7.2% | +0.7% |
| 7D | -2.4% | -1.9% | -0.5% | -3.2% |
| 30D | -10.2% | +13.8% | -23.9% | -4.6% |
| 3M | -5.5% | -7.0% | +1.5% | -7.4% |
| 6M | -9.9% | +18.0% | -27.9% | +6.5% |
| All | -9.9% | +17.5% | -27.3% | +6.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling