+1,235.1%
CDNS vs AR
+52.4%
+1,182.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.3% | -0.6% | +3.3% |
| 7D | +2.4% | -5.8% | +8.2% | +2.9% |
| 30D | -6.0% | +4.8% | -10.8% | -6.4% |
| 3M | -0.1% | +1.5% | -1.6% | -0.4% |
| 6M | -8.6% | +4.7% | -13.3% | -9.2% |
| YTD | +6.1% | +9.2% | -3.1% | +4.7% |
| 1Y | +0.8% | +11.2% | -10.3% | -0.7% |
| 3Y | +26.8% | +46.2% | -19.5% | +21.8% |
| 5Y | +86.9% | +98.1% | -11.2% | +74.7% |
| 10Y | +1,235.1% | +54.5% | +1,180.6% | +1,174.1% |
| All | +1,235.1% | +52.4% | +1,182.7% | +1,174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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