+77.4%
CDNS vs ALM
+951.0%
-873.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.9% |
| 7D | -14.0% | -2.6% | -11.4% | -13.9% |
| 30D | -13.2% | +32.0% | -45.2% | -14.3% |
| 3M | -28.9% | -15.0% | -13.9% | -28.6% |
| 6M | -4.2% | -10.1% | +6.0% | -4.4% |
| YTD | -6.4% | +99.4% | -105.8% | -8.9% |
| 1Y | -16.2% | +316.4% | -332.6% | -20.6% |
| 3Y | +20.2% | +2,022.0% | -2,001.8% | +7.5% |
| All | +77.4% | +951.0% | -873.6% | +62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling