+3,981.9%
CDNS vs AZO
+42,241.4%
-38,259.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +0.6% |
| 7D | -7.2% | -0.8% | -6.4% | -7.0% |
| 30D | -14.3% | -5.1% | -9.1% | -12.9% |
| 3M | -27.2% | -7.2% | -20.0% | -25.7% |
| 6M | -4.5% | -20.7% | +16.2% | +2.1% |
| YTD | -9.0% | -14.2% | +5.2% | -5.4% |
| 1Y | -21.3% | -32.2% | +10.8% | -12.1% |
| 3Y | +19.6% | +11.1% | +8.4% | +11.8% |
| 5Y | +71.5% | +87.6% | -16.0% | +33.7% |
| 10Y | +1,036.6% | +302.9% | +733.6% | +564.5% |
| All | +3,981.9% | +42,241.4% | -38,259.5% | +422.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling