+83.7%
CDNS vs ALLE
+52.7%
+31.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +1.5% |
| 7D | +7.0% | +1.6% | +5.5% | +6.3% |
| 30D | -0.3% | +24.1% | -24.4% | -9.5% |
| 3M | +3.2% | +14.8% | -11.7% | -3.2% |
| 6M | -6.9% | +45.9% | -52.8% | -22.5% |
| YTD | +6.6% | +20.7% | -14.1% | -3.1% |
| 1Y | +5.6% | +14.2% | -8.5% | -1.3% |
| 3Y | +27.4% | +90.7% | -63.2% | -13.4% |
| 5Y | +83.7% | +50.6% | +33.2% | +52.1% |
| All | +83.7% | +52.7% | +31.0% | +52.1% |
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 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