+397.7%
BAC vs CDNS
+1,013.9%
-616.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +0.6% | -7.2% | +7.8% | +2.7% |
| 30D | -1.4% | -14.3% | +12.9% | +2.6% |
| 3M | +15.7% | -27.2% | +42.9% | +25.7% |
| 6M | +32.2% | -4.5% | +36.7% | +31.4% |
| YTD | +15.8% | -9.0% | +24.7% | +15.9% |
| 1Y | +27.3% | -21.3% | +48.6% | +32.6% |
| 3Y | +137.5% | +19.6% | +117.9% | +107.4% |
| 5Y | +73.1% | +71.5% | +1.5% | +28.3% |
| 10Y | +397.7% | +1,036.6% | -638.8% | +81.6% |
| All | +397.7% | +1,013.9% | -616.1% | +81.6% |
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