+2,306.9%
CDNS vs AR
-29.4%
+2,336.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.3% | -0.8% |
| 7D | -0.1% | +2.1% | -2.2% | -0.3% |
| 30D | -5.5% | +4.5% | -10.0% | -5.9% |
| 3M | +0.5% | +1.0% | -0.5% | +0.2% |
| 6M | -9.6% | +4.4% | -14.0% | -10.2% |
| YTD | +5.3% | +10.9% | -5.5% | +3.8% |
| 1Y | +3.4% | +8.6% | -5.2% | +2.0% |
| 3Y | +25.9% | +48.5% | -22.6% | +20.5% |
| 5Y | +85.8% | +95.7% | -10.0% | +72.6% |
| 10Y | +1,199.9% | +55.5% | +1,144.4% | +1,083.1% |
| All | +2,306.9% | -29.4% | +2,336.3% | +2,256.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling