+2,039.6%
CDNS vs AR
-27.2%
+2,066.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.9% |
| 7D | -14.0% | +2.5% | -16.5% | -14.2% |
| 30D | -13.2% | +14.8% | -28.0% | -14.3% |
| 3M | -28.9% | +6.2% | -35.1% | -29.4% |
| 6M | -4.2% | +4.3% | -8.5% | -4.9% |
| YTD | -6.4% | +14.4% | -20.7% | -7.9% |
| 1Y | -16.2% | +21.3% | -37.5% | -18.1% |
| 3Y | +20.2% | +39.8% | -19.6% | +15.6% |
| 5Y | +76.6% | +142.1% | -65.4% | +61.9% |
| 10Y | +1,029.7% | +52.0% | +977.6% | +932.2% |
| All | +2,039.6% | -27.2% | +2,066.8% | +1,992.2% |
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