+17.1%
CDNS vs AZO
+10.2%
+6.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -6.5% | -2.9% | -3.6% | -6.1% |
| 30D | -13.0% | -5.3% | -7.7% | -12.3% |
| 3M | -26.0% | -7.3% | -18.7% | -25.2% |
| 6M | -2.8% | -22.7% | +19.8% | +0.9% |
| YTD | -8.8% | -15.0% | +6.2% | -6.9% |
| 1Y | -15.8% | -32.2% | +16.4% | -10.7% |
| All | +17.1% | +10.2% | +6.9% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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