+1,094.1%
BAC vs CDNS
+6,923.0%
-5,828.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.6% |
| 7D | +2.1% | +2.4% | -0.4% | +1.4% |
| 30D | -6.7% | -6.0% | -0.7% | -5.4% |
| 3M | -20.2% | -0.1% | -20.2% | -20.8% |
| 6M | -0.2% | -8.6% | +8.4% | +0.7% |
| YTD | -6.4% | +6.1% | -12.5% | -10.0% |
| 1Y | -3.1% | +0.8% | -3.9% | -5.7% |
| 3Y | +96.7% | +26.8% | +69.9% | +74.7% |
| 5Y | +21.3% | +86.9% | -65.6% | -5.1% |
| 10Y | +237.7% | +1,235.1% | -997.4% | +52.3% |
| All | +1,094.1% | +6,923.0% | -5,828.9% | +194.2% |
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