+78.5%
CDNS vs AR
+71.8%
+6.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.6% | +2.9% |
| 7D | -2.4% | -14.3% | +11.8% | 0.0% |
| 30D | -10.2% | +1.4% | -11.6% | -10.6% |
| 3M | -5.5% | +3.4% | -8.8% | -6.5% |
| 6M | -9.9% | -2.1% | -7.8% | -10.2% |
| YTD | +2.3% | +4.7% | -2.4% | 0.0% |
| 1Y | -1.4% | +10.6% | -12.0% | -4.8% |
| 3Y | +28.1% | +24.6% | +3.5% | +20.4% |
| All | +78.5% | +71.8% | +6.7% | +47.6% |
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 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