+1,166.2%
CDNS vs BAH
+198.8%
+967.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | +1.0% | +1.7% | -0.7% | +0.4% |
| 30D | -2.0% | +20.8% | -22.7% | -8.2% |
| 3M | -0.2% | +11.6% | -11.8% | -4.6% |
| 6M | -8.9% | +23.1% | -32.0% | -16.4% |
| YTD | +3.3% | +5.3% | -1.9% | -1.1% |
| 1Y | +2.2% | +6.1% | -3.9% | -2.8% |
| 3Y | +22.4% | -27.5% | +49.9% | +26.9% |
| 5Y | +78.0% | +6.2% | +71.8% | +50.3% |
| All | +1,166.2% | +198.8% | +967.4% | +587.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling