+12,467.4%
CDNS vs ALL
+3,690.4%
+8,777.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.3% | -2.6% |
| 7D | +2.4% | -0.1% | +2.6% | +2.4% |
| 30D | -6.0% | +13.8% | -19.8% | -11.4% |
| 3M | -0.1% | -2.8% | +2.7% | +0.1% |
| 6M | -8.6% | +23.7% | -32.2% | -18.1% |
| YTD | +6.1% | +27.3% | -21.2% | -6.8% |
| 1Y | +0.8% | +30.5% | -29.7% | -12.6% |
| 3Y | +26.8% | +113.0% | -86.2% | -13.9% |
| 5Y | +86.9% | +157.6% | -70.7% | +12.1% |
| 10Y | +1,235.1% | +368.4% | +866.7% | +490.1% |
| All | +12,467.4% | +3,690.4% | +8,777.0% | +2,336.6% |
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