+24.7%
CDNS vs ALLE
+93.1%
-68.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -0.9% |
| 7D | -0.1% | -0.8% | +0.8% | +0.2% |
| 30D | -5.5% | +27.4% | -32.9% | -11.2% |
| 3M | +0.5% | +13.8% | -13.3% | -2.5% |
| 6M | -9.6% | +45.5% | -55.1% | -18.9% |
| YTD | +5.3% | +21.4% | -16.1% | +0.6% |
| 1Y | +3.4% | +15.4% | -12.0% | +0.4% |
| All | +24.7% | +93.1% | -68.3% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling