+2.2%
CDNS vs ALLY
-1.0%
+3.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.3% |
| 7D | +1.0% | +0.4% | +0.6% | +0.9% |
| 30D | -2.0% | +5.2% | -7.2% | -3.4% |
| 3M | -0.2% | -13.3% | +13.1% | +4.4% |
| 6M | -8.9% | -6.7% | -2.2% | -7.0% |
| YTD | +3.3% | -12.8% | +16.2% | +5.9% |
| 1Y | +2.2% | +0.7% | +1.5% | -0.2% |
| All | +2.2% | -1.0% | +3.3% | -0.2% |
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