+1,376.8%
BAC vs CDNS
+6,098.4%
-4,721.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +1.0% |
| 7D | +1.1% | -14.0% | +15.1% | +5.0% |
| 30D | -0.4% | -13.2% | +12.8% | +3.0% |
| 3M | +16.9% | -28.9% | +45.8% | +26.8% |
| 6M | +26.6% | -4.2% | +30.8% | +26.2% |
| YTD | +15.8% | -6.4% | +22.2% | +15.4% |
| 1Y | +27.2% | -16.2% | +43.4% | +30.0% |
| 3Y | +132.4% | +20.2% | +112.2% | +109.8% |
| 5Y | +72.6% | +76.6% | -4.1% | +37.3% |
| 10Y | +389.7% | +1,029.7% | -639.9% | +131.3% |
| All | +1,376.8% | +6,098.4% | -4,721.5% | +277.4% |
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