+321.5%
CDNS vs AVTR
+0.6%
+320.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +1.7% |
| 7D | -1.1% | -1.1% | -0.1% | -0.8% |
| 30D | -10.4% | +6.3% | -16.8% | -12.3% |
| 3M | -24.6% | +53.3% | -77.9% | -35.3% |
| 6M | -1.6% | +78.6% | -80.3% | -20.2% |
| YTD | -7.4% | +29.2% | -36.7% | -16.8% |
| 1Y | -18.4% | +13.8% | -32.3% | -25.4% |
| 3Y | +19.0% | -27.4% | +46.4% | +20.9% |
| 5Y | +73.4% | -65.0% | +138.4% | +134.7% |
| All | +321.5% | +0.6% | +320.8% | +286.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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