+17.1%
CDNS vs AON
-5.9%
+23.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | -6.5% | -5.9% | -0.7% | -5.9% |
| 30D | -13.0% | -13.7% | +0.7% | -11.6% |
| 3M | -26.0% | -8.3% | -17.7% | -25.5% |
| 6M | -2.8% | -3.6% | +0.8% | -2.9% |
| YTD | -8.8% | -12.4% | +3.5% | -8.1% |
| 1Y | -15.8% | -14.6% | -1.2% | -14.9% |
| All | +17.1% | -5.9% | +23.1% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 3y: compounded portfolio wealth divided by compounded AON 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…
3y analysis · Full analysis span regression · 6 months rolling