-22.4%
BA vs CDNS
+86.7%
-109.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.1% |
| 7D | -0.6% | +7.0% | -7.6% | -2.6% |
| 30D | -8.0% | -0.3% | -7.7% | -8.3% |
| 3M | -25.8% | +3.2% | -29.0% | -27.1% |
| 6M | -27.6% | -6.9% | -20.7% | -27.3% |
| YTD | -21.0% | +6.6% | -27.6% | -25.1% |
| 1Y | -12.3% | +5.6% | -17.9% | -16.6% |
| 3Y | -12.8% | +27.4% | -40.2% | -27.6% |
| 5Y | -22.4% | +83.7% | -106.1% | -49.8% |
| All | -22.4% | +86.7% | -109.1% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling