+77.4%
CDNS vs AR
+143.7%
-66.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.9% |
| 7D | -14.0% | +2.5% | -16.5% | -14.4% |
| 30D | -13.2% | +14.8% | -28.0% | -15.2% |
| 3M | -28.9% | +6.2% | -35.1% | -29.8% |
| 6M | -4.2% | +4.3% | -8.5% | -5.5% |
| YTD | -6.4% | +14.4% | -20.7% | -9.3% |
| 1Y | -16.2% | +21.3% | -37.5% | -20.0% |
| 3Y | +20.2% | +39.8% | -19.6% | +11.7% |
| All | +77.4% | +143.7% | -66.3% | +48.9% |
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