+1,470.1%
BA vs CDNS
+6,674.8%
-5,204.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | 0.0% |
| 7D | +1.1% | -2.4% | +3.5% | +1.6% |
| 30D | -7.9% | -10.2% | +2.2% | -6.2% |
| 3M | -25.3% | -5.5% | -19.9% | -24.9% |
| 6M | -24.6% | -9.9% | -14.7% | -23.9% |
| YTD | -20.1% | +2.3% | -22.5% | -21.8% |
| 1Y | -11.8% | -1.4% | -10.4% | -13.1% |
| 3Y | -10.1% | +28.1% | -38.2% | -17.4% |
| 5Y | -22.7% | +79.7% | -102.5% | -34.1% |
| 10Y | +35.1% | +1,183.3% | -1,148.2% | -19.2% |
| All | +1,470.1% | +6,674.8% | -5,204.6% | +461.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling