+71.6%
CDNS vs AME
+85.0%
-13.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -3.0% | -2.9% |
| 7D | -9.2% | +2.8% | -12.0% | -11.0% |
| 30D | -16.3% | -6.3% | -10.0% | -12.6% |
| 3M | -27.9% | +5.4% | -33.3% | -31.0% |
| 6M | -4.3% | +7.4% | -11.8% | -10.5% |
| YTD | -9.1% | +16.2% | -25.3% | -20.2% |
| 1Y | -21.2% | +26.8% | -48.0% | -35.7% |
| 3Y | +19.4% | +57.5% | -38.1% | -21.2% |
| 5Y | +71.6% | +84.8% | -13.2% | -3.5% |
| All | +71.6% | +85.0% | -13.4% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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