+28.1%
CDNS vs B
+165.5%
-137.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.6% |
| 7D | -2.4% | +9.6% | -12.0% | -4.0% |
| 30D | -10.2% | +3.5% | -13.7% | -10.7% |
| 3M | -5.5% | -1.6% | -3.9% | -5.4% |
| 6M | -9.9% | -1.7% | -8.2% | -10.0% |
| YTD | +2.3% | -5.3% | +7.7% | +2.4% |
| 1Y | -1.4% | +27.2% | -28.6% | -5.5% |
| 3Y | +28.1% | +166.1% | -138.0% | +10.2% |
| All | +28.1% | +165.5% | -137.4% | +10.2% |
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