-21.2%
CDNS vs APD
+5.6%
-26.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.8% | -2.9% |
| 7D | -9.2% | -2.5% | -6.7% | -9.2% |
| 30D | -16.3% | -1.9% | -14.4% | -16.2% |
| 3M | -27.9% | +8.2% | -36.2% | -28.2% |
| 6M | -4.3% | +10.7% | -15.1% | -5.2% |
| YTD | -9.1% | +22.9% | -32.0% | -11.3% |
| 1Y | -21.2% | +5.8% | -27.0% | -14.9% |
| All | -21.2% | +5.6% | -26.8% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling