-31.3%
BABA vs CDNS
+76.3%
-107.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +2.6% |
| 7D | -4.8% | -14.0% | +9.3% | -0.1% |
| 30D | -11.9% | -13.2% | +1.3% | -8.1% |
| 3M | -9.3% | -28.9% | +19.6% | +0.8% |
| 6M | -14.2% | -4.2% | -10.1% | -14.5% |
| YTD | -22.0% | -6.4% | -15.7% | -22.2% |
| 1Y | -12.7% | -16.2% | +3.5% | -9.6% |
| 3Y | +26.7% | +20.2% | +6.5% | +5.9% |
| All | -31.3% | +76.3% | -107.6% | -59.1% |
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 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