+1,036.6%
CDNS vs ALM
+3,082.3%
-2,045.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.3% |
| 7D | -7.2% | +3.6% | -10.8% | -7.3% |
| 30D | -14.3% | +33.8% | -48.0% | -15.0% |
| 3M | -27.2% | +14.8% | -42.0% | -27.7% |
| 6M | -4.5% | -7.0% | +2.4% | -4.8% |
| YTD | -9.0% | +108.1% | -117.0% | -10.8% |
| 1Y | -21.3% | +313.8% | -335.1% | -24.3% |
| 3Y | +19.6% | +2,227.6% | -2,208.0% | +10.4% |
| 5Y | +71.5% | +956.6% | -885.1% | +59.8% |
| 10Y | +1,036.6% | +3,082.3% | -2,045.7% | +952.6% |
| All | +1,036.6% | +3,082.3% | -2,045.7% | +952.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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