+28.1%
CDNS vs APD
+11.7%
+16.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +2.9% |
| 7D | -2.4% | -3.7% | +1.2% | -1.9% |
| 30D | -10.2% | +9.6% | -19.8% | -11.4% |
| 3M | -5.5% | +1.6% | -7.1% | -5.7% |
| 6M | -9.9% | +2.2% | -12.0% | -10.2% |
| YTD | +2.3% | +25.9% | -23.5% | -2.4% |
| 1Y | -1.4% | +20.1% | -21.5% | -5.2% |
| 3Y | +28.1% | +12.4% | +15.7% | +24.4% |
| All | +28.1% | +11.7% | +16.4% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling