+77.1%
CDNS vs AR
+99.4%
-22.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +1.0% | +7.4% | -6.4% | -0.2% |
| 30D | -2.0% | +5.8% | -7.7% | -3.0% |
| 3M | -0.2% | +5.2% | -5.4% | -1.5% |
| 6M | -8.9% | +5.4% | -14.3% | -10.4% |
| YTD | +3.3% | +12.4% | -9.1% | -0.2% |
| 1Y | +2.2% | +12.8% | -10.6% | -1.5% |
| 3Y | +22.4% | +47.2% | -24.8% | +12.2% |
| All | +77.1% | +99.4% | -22.2% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling