+1,235.1%
CDNS vs B
+184.6%
+1,050.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.1% | +4.7% | -0.4% |
| 7D | +2.4% | +7.1% | -4.7% | +1.2% |
| 30D | -6.0% | -3.3% | -2.7% | -5.5% |
| 3M | -0.1% | -2.5% | +2.5% | +0.2% |
| 6M | -8.6% | -7.2% | -1.3% | -7.9% |
| YTD | +6.1% | -7.4% | +13.5% | +6.3% |
| 1Y | +0.8% | +16.4% | -15.6% | -2.8% |
| 3Y | +26.8% | +178.7% | -151.9% | +3.8% |
| 5Y | +86.9% | +121.7% | -34.8% | +55.7% |
| 10Y | +1,235.1% | +208.6% | +1,026.5% | +989.7% |
| All | +1,235.1% | +184.6% | +1,050.5% | +989.7% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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