+2,184.9%
CDNS vs ALLE
+260.9%
+1,924.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.7% |
| YTD | -6.4% | -0.5% | -5.8% | -7.4% |
| 1Y | -16.2% | -7.3% | -9.0% | -14.4% |
| 3Y | +20.2% | +42.3% | -22.1% | -2.7% |
| 5Y | +76.6% | +13.5% | +63.2% | +57.0% |
| 10Y | +1,029.7% | +144.0% | +885.6% | +575.3% |
| All | +2,184.9% | +260.9% | +1,924.1% | +1,098.1% |
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