+17.0%
CDNS vs AVTR
-26.6%
+43.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.6% |
| 7D | -7.2% | +1.6% | -8.8% | -7.5% |
| 30D | -14.3% | +8.4% | -22.6% | -15.5% |
| 3M | -27.2% | +50.2% | -77.3% | -33.0% |
| 6M | -4.5% | +82.6% | -87.1% | -15.4% |
| YTD | -9.0% | +29.8% | -38.8% | -14.9% |
| 1Y | -21.3% | +16.0% | -37.3% | -26.1% |
| All | +17.0% | -26.6% | +43.6% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling