+16.3%
BABA vs CDNS
+1,760.0%
-1,743.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.1% | -2.0% |
| 7D | +2.4% | +2.4% | -0.1% | +1.1% |
| 30D | -7.8% | -6.0% | -1.8% | -6.0% |
| 3M | -22.4% | -0.1% | -22.3% | -23.4% |
| 6M | -26.0% | -8.6% | -17.4% | -25.0% |
| YTD | -29.3% | +6.1% | -35.4% | -33.5% |
| 1Y | -37.5% | +0.8% | -38.3% | -40.1% |
| 3Y | +31.9% | +26.8% | +5.1% | +7.0% |
| 5Y | -33.4% | +86.9% | -120.3% | -57.3% |
| 10Y | +15.7% | +1,235.1% | -1,219.4% | -74.0% |
| All | +16.3% | +1,760.0% | -1,743.8% | -78.5% |
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