+1,026.6%
CDNS vs B
+189.6%
+837.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -3.6% |
| 7D | -14.0% | -1.6% | -12.4% | -13.8% |
| 30D | -13.2% | +9.4% | -22.6% | -14.5% |
| 3M | -28.9% | +5.0% | -33.9% | -29.7% |
| 6M | -4.2% | -3.5% | -0.6% | -4.3% |
| YTD | -6.4% | +4.5% | -10.8% | -7.8% |
| 1Y | -16.2% | +67.8% | -84.0% | -24.0% |
| 3Y | +20.2% | +196.7% | -176.5% | -2.1% |
| 5Y | +76.6% | +151.9% | -75.3% | +44.9% |
| All | +1,026.6% | +189.6% | +837.1% | +814.8% |
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