+5,887.0%
CDNS vs AON
+5,128.2%
+758.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.6% |
| 7D | -14.0% | -9.1% | -4.9% | -11.2% |
| 30D | -13.2% | -10.2% | -2.9% | -9.9% |
| 3M | -28.9% | +0.5% | -29.4% | -29.7% |
| 6M | -4.2% | -4.8% | +0.7% | -3.3% |
| YTD | -6.4% | -8.0% | +1.6% | -4.8% |
| 1Y | -16.2% | -13.1% | -3.1% | -13.3% |
| 3Y | +20.2% | -1.3% | +21.5% | +16.4% |
| 5Y | +76.6% | +14.9% | +61.7% | +61.8% |
| 10Y | +1,029.7% | +214.9% | +814.8% | +607.9% |
| All | +5,887.0% | +5,128.2% | +758.8% | +1,161.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling