+1,543.2%
CDNS vs ATI
+1,117.2%
+426.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.0% | -7.0% | -4.7% |
| 7D | -14.0% | -0.1% | -14.0% | -14.0% |
| 30D | -13.2% | +2.7% | -15.9% | -13.9% |
| 3M | -28.9% | +16.3% | -45.2% | -31.7% |
| 6M | -4.2% | +30.2% | -34.3% | -11.0% |
| YTD | -6.4% | +83.6% | -89.9% | -20.1% |
| 1Y | -16.2% | +173.0% | -189.2% | -35.3% |
| 3Y | +20.2% | +356.6% | -336.5% | -20.6% |
| 5Y | +76.6% | +1,074.2% | -997.6% | -10.1% |
| 10Y | +1,029.7% | +1,136.2% | -106.5% | +366.4% |
| All | +1,543.2% | +1,117.2% | +426.1% | +393.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling