+964.6%
CDNS vs AU
+783.5%
+181.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.8% |
| 7D | -9.2% | -0.3% | -9.0% | -9.2% |
| 30D | -16.3% | +12.8% | -29.0% | -17.3% |
| 3M | -27.9% | +28.5% | -56.4% | -29.9% |
| 6M | -4.3% | +4.8% | -9.1% | -5.5% |
| YTD | -9.1% | +31.0% | -40.1% | -12.4% |
| 1Y | -21.2% | +81.4% | -102.7% | -26.8% |
| 3Y | +19.4% | +618.4% | -599.1% | -5.0% |
| 5Y | +71.6% | +686.3% | -614.7% | +33.0% |
| 10Y | +1,005.1% | +664.5% | +340.5% | +717.8% |
| All | +964.6% | +783.5% | +181.1% | +620.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling