-11.8%
BA vs CDNS
-1.5%
-10.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.3% |
| 7D | +1.1% | -2.4% | +3.5% | +1.3% |
| 30D | -7.9% | -10.2% | +2.2% | -6.9% |
| 3M | -25.3% | -5.5% | -19.9% | -24.9% |
| 6M | -24.6% | -9.9% | -14.7% | -24.1% |
| YTD | -20.1% | +2.3% | -22.5% | -21.5% |
| 1Y | -11.8% | -1.4% | -10.4% | -13.0% |
| All | -11.8% | -1.5% | -10.2% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 1y: compounded portfolio wealth divided by compounded CDNS 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…
1y analysis · Full analysis span regression · 6 months rolling