+0.8%
CDNS vs APD
+22.2%
-21.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.4% |
| 7D | +2.4% | -0.2% | +2.7% | +2.4% |
| 30D | -6.0% | +11.0% | -17.0% | -5.3% |
| 3M | -0.1% | +1.3% | -1.4% | +0.5% |
| 6M | -8.6% | +6.4% | -14.9% | -8.0% |
| YTD | +6.1% | +28.9% | -22.8% | +6.4% |
| 1Y | +0.8% | +23.2% | -22.4% | +1.5% |
| All | +0.8% | +22.2% | -21.4% | +1.5% |
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