+1,844.9%
CDNS vs ALM
+7,705.7%
-5,860.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -4.0% |
| 7D | -14.0% | -2.6% | -11.4% | -14.0% |
| 30D | -13.2% | +32.0% | -45.2% | -13.2% |
| 3M | -28.9% | -15.0% | -13.9% | -28.9% |
| 6M | -4.2% | -10.1% | +6.0% | -4.2% |
| YTD | -6.4% | +99.4% | -105.8% | -6.5% |
| 1Y | -16.2% | +316.4% | -332.6% | -16.5% |
| 3Y | +20.2% | +2,022.0% | -2,001.8% | +19.3% |
| 5Y | +76.6% | +941.2% | -864.6% | +75.4% |
| 10Y | +1,029.7% | +2,950.3% | -1,920.7% | +1,018.6% |
| All | +1,844.9% | +7,705.7% | -5,860.9% | +1,810.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling