+1,935.4%
CDNS vs ALNY
+3,957.5%
-2,022.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.7% |
| 7D | -6.5% | -6.4% | -0.1% | -5.6% |
| 30D | -13.0% | +11.9% | -24.9% | -14.6% |
| 3M | -26.0% | -15.0% | -11.0% | -25.1% |
| 6M | -2.8% | -23.2% | +20.4% | -0.4% |
| YTD | -8.8% | -37.8% | +28.9% | -3.8% |
| 1Y | -15.8% | -47.3% | +31.4% | -9.1% |
| 3Y | +19.7% | +22.9% | -3.1% | +10.7% |
| 5Y | +70.8% | +30.6% | +40.2% | +51.0% |
| 10Y | +1,038.0% | +254.6% | +783.3% | +681.9% |
| All | +1,935.4% | +3,957.5% | -2,022.2% | +831.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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