+1,821.9%
BA vs CDNS
+6,098.4%
-4,276.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +1.6% |
| 7D | +1.2% | -14.0% | +15.2% | +4.1% |
| 30D | -11.6% | -13.2% | +1.5% | -9.3% |
| 3M | -2.4% | -28.9% | +26.5% | +3.9% |
| 6M | -6.6% | -4.2% | -2.5% | -6.7% |
| YTD | -2.2% | -6.4% | +4.1% | -2.3% |
| 1Y | -8.0% | -16.2% | +8.2% | -6.3% |
| 3Y | -5.0% | +20.2% | -25.2% | -11.3% |
| 5Y | -2.7% | +76.6% | -79.3% | -16.5% |
| 10Y | +75.9% | +1,029.7% | -953.8% | +8.2% |
| All | +1,821.9% | +6,098.4% | -4,276.4% | +602.1% |
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