+370.4%
CDNS vs AVTR
+5.6%
+364.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.9% |
| 7D | +1.0% | +0.5% | +0.5% | +0.8% |
| 30D | -2.0% | -1.0% | -0.9% | -1.7% |
| 3M | -0.2% | +12.2% | -12.4% | -4.2% |
| 6M | -8.9% | +97.5% | -106.4% | -28.5% |
| YTD | +3.3% | +35.6% | -32.3% | -8.8% |
| 1Y | +2.2% | +32.8% | -30.6% | -9.5% |
| 3Y | +22.4% | -16.5% | +38.9% | +18.1% |
| 5Y | +78.0% | -59.1% | +137.2% | +127.4% |
| All | +370.4% | +5.6% | +364.9% | +323.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling