+1,242.9%
CDNS vs ALLY
+201.0%
+1,041.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.2% | +4.9% |
| 7D | +2.1% | -0.2% | +2.3% | +2.2% |
| 30D | -4.6% | +3.4% | -8.1% | -5.6% |
| 3M | -0.8% | -11.1% | +10.3% | +2.6% |
| 6M | -7.2% | -11.5% | +4.3% | -4.2% |
| YTD | +7.7% | -12.3% | +20.0% | +11.2% |
| 1Y | +3.5% | +1.1% | +2.4% | +2.3% |
| 3Y | +31.2% | +64.8% | -33.6% | +10.3% |
| 5Y | +84.5% | -6.9% | +91.4% | +76.2% |
| 10Y | +1,242.9% | +194.9% | +1,048.0% | +860.4% |
| All | +1,242.9% | +201.0% | +1,041.9% | +860.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling