+19.4%
CDNS vs B
+197.9%
-178.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.5% | -2.7% |
| 7D | -9.2% | +2.3% | -11.6% | -9.6% |
| 30D | -16.3% | +1.4% | -17.6% | -16.5% |
| 3M | -27.9% | +12.2% | -40.1% | -29.4% |
| 6M | -4.3% | -2.1% | -2.2% | -4.7% |
| YTD | -9.1% | +2.9% | -12.0% | -10.1% |
| 1Y | -21.2% | +55.3% | -76.5% | -26.9% |
| 3Y | +19.4% | +198.7% | -179.3% | +1.0% |
| All | +19.4% | +197.9% | -178.6% | +1.0% |
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