+26.3%
CDNS vs B
+165.5%
-139.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.4% | +1.8% |
| 7D | +7.0% | -6.2% | +13.2% | +8.3% |
| 30D | -0.3% | -6.6% | +6.4% | +0.9% |
| 3M | +3.2% | -7.9% | +11.0% | +4.5% |
| 6M | -6.9% | -16.8% | +9.9% | -4.5% |
| YTD | +6.6% | -11.7% | +18.3% | +8.0% |
| 1Y | +5.6% | +3.5% | +2.1% | +4.4% |
| All | +26.3% | +165.5% | -139.3% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling