+10.1%
CDNS vs AS
+134.9%
-124.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.6% |
| 7D | -2.4% | +6.9% | -9.4% | -4.0% |
| 30D | -10.2% | +16.0% | -26.2% | -13.5% |
| 3M | -5.5% | -12.8% | +7.4% | -2.5% |
| 6M | -9.9% | -15.4% | +5.5% | -6.7% |
| YTD | +2.3% | -15.7% | +18.1% | +5.5% |
| 1Y | -1.4% | +6.1% | -7.5% | -4.3% |
| All | +10.1% | +134.9% | -124.7% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling