+16.0%
BABA vs CDNS
+1,225.5%
-1,209.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -3.6% | -0.1% | -3.5% | -3.8% |
| 30D | -8.4% | -5.5% | -2.9% | -6.9% |
| 3M | -20.6% | +0.5% | -21.1% | -21.8% |
| 6M | -25.4% | -9.6% | -15.8% | -24.0% |
| YTD | -30.1% | +5.3% | -35.4% | -34.0% |
| 1Y | -36.3% | +3.4% | -39.7% | -39.5% |
| 3Y | +30.4% | +25.9% | +4.5% | +6.5% |
| 5Y | -35.7% | +85.8% | -121.5% | -58.5% |
| 10Y | +16.0% | +1,199.9% | -1,183.9% | -69.7% |
| All | +16.0% | +1,225.5% | -1,209.5% | -69.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling