+967.7%
BX vs CDNS
+1,243.3%
-275.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | +0.9% |
| 7D | -4.4% | -14.0% | +9.6% | +3.1% |
| 30D | +0.1% | -13.2% | +13.3% | +7.1% |
| 3M | +16.0% | -28.9% | +44.9% | +36.3% |
| 6M | +21.6% | -4.2% | +25.8% | +21.4% |
| YTD | -8.9% | -6.4% | -2.5% | -8.6% |
| 1Y | -16.6% | -16.2% | -0.4% | -12.1% |
| 3Y | +43.3% | +20.2% | +23.2% | +19.5% |
| 5Y | +25.7% | +76.6% | -50.9% | -14.5% |
| 10Y | +689.5% | +1,029.7% | -340.2% | +97.8% |
| All | +967.7% | +1,243.3% | -275.6% | +63.5% |
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