+2,183.5%
CDNS vs ALLY
+98.1%
+2,085.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +3.2% |
| 7D | -2.4% | +0.9% | -3.4% | -2.7% |
| 30D | -10.2% | +3.1% | -13.3% | -11.0% |
| 3M | -5.5% | -12.6% | +7.1% | -1.8% |
| 6M | -9.9% | -12.4% | +2.6% | -6.6% |
| YTD | +2.3% | -13.2% | +15.5% | +6.0% |
| 1Y | -1.4% | +1.8% | -3.2% | -2.7% |
| 3Y | +28.1% | +58.0% | -29.9% | +8.9% |
| 5Y | +79.7% | -8.4% | +88.2% | +72.5% |
| 10Y | +1,183.3% | +195.3% | +988.0% | +712.7% |
| All | +2,183.5% | +98.1% | +2,085.4% | +1,498.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling