+71.5%
CDNS vs AVTR
-64.4%
+136.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.8% |
| 7D | -7.2% | +1.6% | -8.8% | -7.6% |
| 30D | -14.3% | +8.4% | -22.6% | -16.2% |
| 3M | -27.2% | +50.2% | -77.3% | -35.8% |
| 6M | -4.5% | +82.6% | -87.1% | -20.6% |
| YTD | -9.0% | +29.8% | -38.8% | -17.1% |
| 1Y | -21.3% | +16.0% | -37.3% | -27.7% |
| 3Y | +19.6% | -26.4% | +46.0% | +20.6% |
| 5Y | +71.5% | -64.5% | +136.0% | +158.7% |
| All | +71.5% | -64.4% | +136.0% | +158.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling