+12,023.3%
CDNS vs ALL
+3,598.8%
+8,424.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.5% | +7.2% | +4.6% |
| 7D | -2.4% | -1.9% | -0.5% | -1.7% |
| 30D | -10.2% | +13.8% | -23.9% | -15.3% |
| 3M | -5.5% | -7.0% | +1.5% | -3.5% |
| 6M | -9.9% | +18.0% | -27.9% | -17.7% |
| YTD | +2.3% | +24.2% | -21.9% | -9.1% |
| 1Y | -1.4% | +31.2% | -32.6% | -14.7% |
| 3Y | +28.1% | +107.5% | -79.4% | -12.1% |
| 5Y | +79.7% | +144.8% | -65.1% | +10.3% |
| 10Y | +1,183.3% | +375.8% | +807.5% | +462.8% |
| All | +12,023.3% | +3,598.8% | +8,424.5% | +2,275.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling