+2,397.4%
CDNS vs ALLE
+327.3%
+2,070.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.7% | +3.1% |
| 7D | -2.4% | -0.6% | -1.9% | -2.2% |
| 30D | -10.2% | +25.3% | -35.5% | -19.4% |
| 3M | -5.5% | +10.3% | -15.8% | -10.2% |
| 6M | -9.9% | +38.0% | -47.9% | -23.6% |
| YTD | +2.3% | +17.8% | -15.4% | -6.9% |
| 1Y | -1.4% | +13.6% | -15.0% | -8.9% |
| 3Y | +28.1% | +89.2% | -61.1% | -9.9% |
| 5Y | +79.7% | +51.1% | +28.7% | +39.4% |
| 10Y | +1,183.3% | +228.1% | +955.2% | +568.1% |
| All | +2,397.4% | +327.3% | +2,070.1% | +1,104.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling