+1,199.9%
CDNS vs ALM
+2,084.7%
-884.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.7% |
| 7D | -0.1% | -7.2% | +7.1% | +0.2% |
| 30D | -5.5% | -26.4% | +20.9% | -4.6% |
| 3M | +0.5% | -38.6% | +39.1% | +1.8% |
| 6M | -9.6% | -61.0% | +51.4% | -7.4% |
| YTD | +5.3% | -7.4% | +12.7% | +5.5% |
| 1Y | +3.4% | +14.0% | -10.6% | +3.0% |
| 3Y | +25.9% | +844.4% | -818.6% | +19.1% |
| 5Y | +85.8% | +410.8% | -325.0% | +76.6% |
| 10Y | +1,199.9% | +2,084.7% | -884.9% | +1,105.5% |
| All | +1,199.9% | +2,084.7% | -884.9% | +1,105.5% |
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