+2,537.6%
CDNS vs AMCR
+97.2%
+2,440.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.9% |
| 7D | -7.2% | -6.3% | -0.9% | -5.7% |
| 30D | -14.3% | -7.1% | -7.1% | -12.7% |
| 3M | -27.2% | +12.7% | -39.9% | -29.6% |
| 6M | -4.5% | +5.2% | -9.7% | -6.4% |
| YTD | -9.0% | +8.1% | -17.0% | -11.7% |
| 1Y | -21.3% | +11.7% | -33.1% | -24.5% |
| 3Y | +19.6% | +9.9% | +9.7% | +13.4% |
| 5Y | +71.5% | -8.7% | +80.2% | +71.5% |
| 10Y | +1,036.6% | +16.8% | +1,019.8% | +919.3% |
| All | +2,537.6% | +97.2% | +2,440.4% | +2,262.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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