+10,991.8%
CDNS vs ALL
+3,667.9%
+7,323.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.6% | -3.4% |
| 7D | -14.0% | 0.0% | -14.0% | -14.0% |
| 30D | -13.2% | -1.5% | -11.7% | -12.8% |
| 3M | -28.9% | +23.6% | -52.5% | -35.8% |
| 6M | -4.2% | +22.3% | -26.5% | -13.2% |
| YTD | -6.4% | +26.5% | -32.9% | -16.9% |
| 1Y | -16.2% | +27.0% | -43.2% | -26.0% |
| 3Y | +20.2% | +149.6% | -129.4% | -23.5% |
| 5Y | +76.6% | +118.1% | -41.5% | +14.9% |
| 10Y | +1,029.7% | +369.0% | +660.7% | +402.9% |
| All | +10,991.8% | +3,667.9% | +7,323.9% | +2,073.4% |
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