+1,989.2%
CDNS vs ALLY
+124.8%
+1,864.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | -14.0% | +3.7% | -17.7% | -14.9% |
| 30D | -13.2% | -2.3% | -10.9% | -12.6% |
| 3M | -28.9% | +3.8% | -32.7% | -29.8% |
| 6M | -4.2% | +9.7% | -13.9% | -7.2% |
| YTD | -6.4% | -1.4% | -4.9% | -6.5% |
| 1Y | -16.2% | +8.2% | -24.4% | -18.8% |
| 3Y | +20.2% | +66.5% | -46.3% | +0.4% |
| 5Y | +76.6% | +1.2% | +75.4% | +64.1% |
| 10Y | +1,029.7% | +191.4% | +838.3% | +618.8% |
| All | +1,989.2% | +124.8% | +1,864.4% | +1,310.3% |
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