+18.8%
BX vs CDNS
+71.8%
-53.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.8% | -3.7% |
| 7D | -5.7% | -7.2% | +1.5% | -1.9% |
| 30D | -8.9% | -14.3% | +5.4% | -1.5% |
| 3M | +8.4% | -27.2% | +35.6% | +27.2% |
| 6M | +18.9% | -4.5% | +23.4% | +18.0% |
| YTD | -13.6% | -9.0% | -4.7% | -12.6% |
| 1Y | -22.4% | -21.3% | -1.1% | -15.3% |
| 3Y | +26.0% | +19.6% | +6.4% | -3.6% |
| 5Y | +18.8% | +71.5% | -52.8% | -34.9% |
| All | +18.8% | +71.8% | -53.0% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling