+1,005.1%
CDNS vs ALLY
+178.4%
+826.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.4% | -1.9% |
| 7D | -9.2% | +1.0% | -10.3% | -9.5% |
| 30D | -16.3% | -3.3% | -13.0% | -15.4% |
| 3M | -27.9% | +0.5% | -28.4% | -28.1% |
| 6M | -4.3% | +12.6% | -16.9% | -8.0% |
| YTD | -9.1% | -4.7% | -4.4% | -8.3% |
| 1Y | -21.2% | +5.2% | -26.5% | -23.0% |
| 3Y | +19.4% | +66.5% | -47.1% | -0.2% |
| 5Y | +71.6% | +0.2% | +71.4% | +59.9% |
| 10Y | +1,005.1% | +180.8% | +824.3% | +678.1% |
| All | +1,005.1% | +178.4% | +826.7% | +678.1% |
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