-16.2%
CDNS vs ALLY
+9.5%
-25.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | -14.0% | +3.7% | -17.7% | -15.1% |
| 30D | -13.2% | -2.3% | -10.9% | -12.5% |
| 3M | -28.9% | +3.8% | -32.7% | -29.8% |
| 6M | -4.2% | +9.7% | -13.9% | -8.0% |
| YTD | -6.4% | -1.4% | -4.9% | -7.0% |
| 1Y | -16.2% | +8.2% | -24.4% | -16.6% |
| All | -16.2% | +9.5% | -25.7% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling