-4.6%
BA vs CDNS
+20.2%
-24.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +1.7% |
| 7D | +1.2% | -14.0% | +15.2% | +4.4% |
| 30D | -11.6% | -13.2% | +1.5% | -9.1% |
| 3M | -2.4% | -28.9% | +26.5% | +4.7% |
| 6M | -6.6% | -4.2% | -2.5% | -7.4% |
| YTD | -2.2% | -6.4% | +4.1% | -2.9% |
| 1Y | -8.0% | -16.2% | +8.2% | -6.3% |
| All | -4.6% | +20.2% | -24.9% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling