+5,887.0%
CDNS vs APD
+6,115.6%
-228.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.5% |
| 7D | -14.0% | -2.2% | -11.8% | -13.1% |
| 30D | -13.2% | +2.1% | -15.3% | -14.1% |
| 3M | -28.9% | +7.2% | -36.1% | -31.6% |
| 6M | -4.2% | +11.2% | -15.4% | -9.9% |
| YTD | -6.4% | +24.4% | -30.8% | -16.9% |
| 1Y | -16.2% | +6.7% | -22.9% | -20.6% |
| 3Y | +20.2% | +9.2% | +10.9% | +8.4% |
| 5Y | +76.6% | +27.4% | +49.3% | +46.4% |
| 10Y | +1,029.7% | +164.8% | +864.9% | +543.8% |
| All | +5,887.0% | +6,115.6% | -228.6% | +513.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling