+2,025.7%
CDNS vs ALM
+3,507.4%
-1,481.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +2.7% |
| 7D | -2.4% | -6.7% | +4.2% | -2.4% |
| 30D | -10.2% | -32.9% | +22.7% | -10.1% |
| 3M | -5.5% | -39.5% | +34.0% | -5.3% |
| 6M | -9.9% | -62.0% | +52.1% | -9.6% |
| YTD | +2.3% | -7.8% | +10.2% | +2.4% |
| 1Y | -1.4% | +26.7% | -28.1% | -1.5% |
| 3Y | +28.1% | +825.4% | -797.3% | +27.4% |
| 5Y | +79.7% | +401.2% | -321.5% | +78.8% |
| 10Y | +1,183.3% | +2,074.0% | -890.8% | +1,172.9% |
| All | +2,025.7% | +3,507.4% | -1,481.7% | +1,992.9% |
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