+77.4%
CDNS vs ALLE
+13.7%
+63.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.0% | -4.5% |
| 7D | -14.0% | -0.2% | -13.8% | -13.9% |
| 30D | -13.2% | -6.8% | -6.4% | -10.4% |
| 3M | -28.9% | +21.0% | -49.9% | -35.6% |
| 6M | -4.2% | +1.1% | -5.3% | -5.3% |
| YTD | -6.4% | -0.5% | -5.8% | -7.0% |
| 1Y | -16.2% | -7.3% | -9.0% | -13.9% |
| 3Y | +20.2% | +42.3% | -22.1% | -5.1% |
| All | +77.4% | +13.7% | +63.7% | +57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling