+17.1%
CDNS vs AU
+574.0%
-556.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.6% |
| 7D | -6.5% | -7.0% | +0.4% | -5.8% |
| 30D | -13.0% | +7.3% | -20.3% | -13.7% |
| 3M | -26.0% | +33.2% | -59.2% | -28.4% |
| 6M | -2.8% | -0.6% | -2.2% | -3.7% |
| YTD | -8.8% | +26.2% | -35.0% | -11.7% |
| 1Y | -15.8% | +68.3% | -84.1% | -21.0% |
| All | +17.1% | +574.0% | -556.8% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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