+6,443.8%
CDNS vs B
+719.1%
+5,724.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.7% |
| 7D | -2.4% | +9.6% | -12.0% | -3.2% |
| 30D | -10.2% | +3.5% | -13.7% | -10.4% |
| 3M | -5.5% | -1.6% | -3.9% | -5.4% |
| 6M | -9.9% | -1.7% | -8.2% | -9.9% |
| YTD | +2.3% | -5.3% | +7.7% | +2.3% |
| 1Y | -1.4% | +27.2% | -28.6% | -3.8% |
| 3Y | +28.1% | +166.1% | -138.0% | +16.8% |
| 5Y | +79.7% | +136.5% | -56.8% | +64.3% |
| 10Y | +1,183.3% | +172.2% | +1,011.1% | +1,047.2% |
| All | +6,443.8% | +719.1% | +5,724.7% | +6,465.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling