+28.1%
CDNS vs ALM
+825.4%
-797.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +2.6% |
| 7D | -2.4% | -6.7% | +4.2% | -2.0% |
| 30D | -10.2% | -32.9% | +22.7% | -8.1% |
| 3M | -5.5% | -39.5% | +34.0% | -3.1% |
| 6M | -9.9% | -62.0% | +52.1% | -5.6% |
| YTD | +2.3% | -7.8% | +10.2% | +3.2% |
| 1Y | -1.4% | +26.7% | -28.1% | -1.9% |
| 3Y | +28.1% | +825.4% | -797.3% | +18.8% |
| All | +28.1% | +825.4% | -797.3% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling