+2,407.7%
CDNS vs ARMK
+334.6%
+2,073.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.2% | +1.0% | +4.0% |
| 7D | +2.1% | +0.9% | +1.2% | +1.9% |
| 30D | -4.6% | -0.4% | -4.3% | -4.5% |
| 3M | -0.8% | -2.0% | +1.2% | -0.5% |
| 6M | -7.2% | +22.0% | -29.2% | -12.6% |
| YTD | +7.7% | +49.6% | -41.9% | -4.3% |
| 1Y | +3.5% | +46.4% | -42.8% | -7.5% |
| 3Y | +31.2% | +103.2% | -72.0% | +6.4% |
| 5Y | +84.5% | +108.1% | -23.6% | +47.4% |
| 10Y | +1,242.9% | +129.4% | +1,113.5% | +924.6% |
| All | +2,407.7% | +334.6% | +2,073.0% | +1,681.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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