+1,026.7%
CDNS vs ATI
+1,155.5%
-128.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.7% |
| 7D | -6.5% | -2.7% | -3.8% | -6.1% |
| 30D | -13.0% | -13.5% | +0.5% | -10.9% |
| 3M | -26.0% | +8.5% | -34.5% | -27.3% |
| 6M | -2.8% | +25.2% | -28.0% | -7.0% |
| YTD | -8.8% | +73.4% | -82.2% | -17.5% |
| 1Y | -15.8% | +160.5% | -176.3% | -29.1% |
| 3Y | +19.7% | +347.3% | -327.6% | -9.6% |
| 5Y | +70.8% | +1,049.0% | -978.2% | +10.6% |
| All | +1,026.7% | +1,155.5% | -128.8% | +595.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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