-21.3%
CDNS vs ALM
+312.4%
-333.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.5% |
| 7D | -7.2% | +3.6% | -10.8% | -7.5% |
| 30D | -14.3% | +33.8% | -48.0% | -16.4% |
| 3M | -27.2% | +14.8% | -42.0% | -28.4% |
| 6M | -4.5% | -7.0% | +2.4% | -5.4% |
| YTD | -9.0% | +108.1% | -117.0% | -11.7% |
| 1Y | -21.3% | +313.8% | -335.1% | -31.1% |
| All | -21.3% | +312.4% | -333.7% | -31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling