+1,235.1%
CDNS vs ALLE
+217.2%
+1,017.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.2% |
| 7D | +2.4% | +0.1% | +2.4% | +2.5% |
| 30D | -6.0% | +25.9% | -31.9% | -15.9% |
| 3M | -0.1% | +14.9% | -15.0% | -6.9% |
| 6M | -8.6% | +42.1% | -50.7% | -23.6% |
| YTD | +6.1% | +20.4% | -14.3% | -4.4% |
| 1Y | +0.8% | +14.9% | -14.0% | -7.2% |
| 3Y | +26.8% | +90.1% | -63.3% | -11.7% |
| 5Y | +86.9% | +53.0% | +33.9% | +43.2% |
| 10Y | +1,235.1% | +208.8% | +1,026.3% | +632.5% |
| All | +1,235.1% | +217.2% | +1,017.9% | +632.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling