+5,887.0%
CDNS vs B
+803.7%
+5,083.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -3.8% |
| 7D | -14.0% | -1.6% | -12.4% | -13.9% |
| 30D | -13.2% | +9.4% | -22.6% | -13.9% |
| 3M | -28.9% | +5.0% | -33.9% | -29.3% |
| 6M | -4.2% | -3.5% | -0.6% | -4.2% |
| YTD | -6.4% | +4.5% | -10.8% | -7.1% |
| 1Y | -16.2% | +67.8% | -84.0% | -20.2% |
| 3Y | +20.2% | +196.7% | -176.5% | +8.6% |
| 5Y | +76.6% | +151.9% | -75.3% | +60.5% |
| 10Y | +1,029.7% | +202.2% | +827.5% | +900.7% |
| All | +5,887.0% | +803.7% | +5,083.3% | +5,861.1% |
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