+21.2%
CDNS vs APA
+8.0%
+13.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.8% | -3.7% |
| 7D | -14.0% | +0.5% | -14.6% | -14.1% |
| 30D | -13.2% | +23.4% | -36.6% | -15.4% |
| 3M | -28.9% | +12.7% | -41.6% | -30.0% |
| 6M | -4.2% | +39.4% | -43.6% | -9.7% |
| YTD | -6.4% | +79.0% | -85.3% | -15.5% |
| 1Y | -16.2% | +88.8% | -105.0% | -25.4% |
| All | +21.2% | +8.0% | +13.2% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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