+1,005.1%
CDNS vs APD
+161.1%
+843.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.8% | -2.4% |
| 7D | -9.2% | -2.5% | -6.7% | -8.2% |
| 30D | -16.3% | -1.9% | -14.4% | -15.5% |
| 3M | -27.9% | +8.2% | -36.2% | -31.0% |
| 6M | -4.3% | +10.7% | -15.1% | -9.9% |
| YTD | -9.1% | +22.9% | -32.0% | -19.2% |
| 1Y | -21.2% | +5.8% | -27.0% | -24.9% |
| 3Y | +19.4% | +7.8% | +11.6% | +8.5% |
| 5Y | +71.6% | +26.1% | +45.5% | +38.5% |
| 10Y | +1,005.1% | +163.7% | +841.3% | +469.4% |
| All | +1,005.1% | +161.1% | +843.9% | +469.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling