+28.2%
BABA vs CDNS
+1,541.6%
-1,513.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +2.9% |
| 7D | -4.8% | -14.0% | +9.3% | +0.9% |
| 30D | -11.9% | -13.2% | +1.3% | -7.3% |
| 3M | -9.3% | -28.9% | +19.6% | +3.1% |
| 6M | -14.2% | -4.2% | -10.1% | -14.6% |
| YTD | -22.0% | -6.4% | -15.7% | -22.3% |
| 1Y | -12.7% | -16.2% | +3.5% | -9.2% |
| 3Y | +26.7% | +20.2% | +6.5% | +4.9% |
| 5Y | -29.3% | +76.6% | -106.0% | -53.7% |
| 10Y | +21.2% | +1,029.7% | -1,008.4% | -70.5% |
| All | +28.2% | +1,541.6% | -1,513.5% | -74.9% |
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