+71.6%
CDNS vs APA
+156.3%
-84.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.8% | -4.8% | -3.2% |
| 7D | -9.2% | -1.7% | -7.5% | -9.0% |
| 30D | -16.3% | +15.7% | -32.0% | -18.1% |
| 3M | -27.9% | +16.5% | -44.4% | -29.8% |
| 6M | -4.3% | +35.1% | -39.4% | -9.8% |
| YTD | -9.1% | +82.2% | -91.3% | -18.6% |
| 1Y | -21.2% | +102.5% | -123.7% | -31.1% |
| 3Y | +19.4% | +10.3% | +9.1% | +9.9% |
| 5Y | +71.6% | +166.1% | -94.5% | +35.7% |
| All | +71.6% | +156.3% | -84.7% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling