+1,005.1%
CDNS vs AR
+45.1%
+959.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.9% |
| 7D | -9.2% | -1.8% | -7.4% | -9.1% |
| 30D | -16.3% | +12.6% | -28.8% | -17.2% |
| 3M | -27.9% | +10.0% | -38.0% | -28.7% |
| 6M | -4.3% | +0.6% | -5.0% | -4.7% |
| YTD | -9.1% | +13.4% | -22.5% | -10.5% |
| 1Y | -21.2% | +21.7% | -42.9% | -23.0% |
| 3Y | +19.4% | +45.8% | -26.4% | +14.7% |
| 5Y | +71.6% | +144.3% | -72.6% | +58.3% |
| 10Y | +1,005.1% | +41.8% | +963.3% | +993.6% |
| All | +1,005.1% | +45.1% | +959.9% | +993.6% |
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