+19.4%
CDNS vs ATI
+361.7%
-342.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.4% | -2.6% |
| 7D | -9.2% | +3.2% | -12.4% | -9.9% |
| 30D | -16.3% | -9.0% | -7.2% | -14.5% |
| 3M | -27.9% | +15.1% | -43.0% | -30.6% |
| 6M | -4.3% | +38.1% | -42.5% | -12.2% |
| YTD | -9.1% | +80.7% | -89.8% | -22.0% |
| 1Y | -21.2% | +167.5% | -188.7% | -39.1% |
| 3Y | +19.4% | +366.0% | -346.6% | -20.4% |
| All | +19.4% | +361.7% | -342.4% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling