+1,157.5%
CDNS vs AR
+44.3%
+1,113.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.6% | +2.8% |
| 7D | -2.4% | -14.3% | +11.8% | -1.2% |
| 30D | -10.2% | +1.4% | -11.6% | -10.3% |
| 3M | -5.5% | +3.4% | -8.8% | -5.9% |
| 6M | -9.9% | -2.1% | -7.8% | -10.0% |
| YTD | +2.3% | +4.7% | -2.4% | +1.3% |
| 1Y | -1.4% | +10.6% | -12.0% | -2.9% |
| 3Y | +28.1% | +24.6% | +3.5% | +24.5% |
| 5Y | +79.7% | +71.9% | +7.8% | +69.4% |
| All | +1,157.5% | +44.3% | +1,113.2% | +1,100.5% |
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