+1,036.6%
CDNS vs BAH
+186.6%
+849.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -7.2% | -1.3% | -5.9% | -6.8% |
| 30D | -14.3% | -6.6% | -7.6% | -12.3% |
| 3M | -27.2% | -7.2% | -20.0% | -25.9% |
| 6M | -4.5% | -10.0% | +5.5% | -2.2% |
| YTD | -9.0% | -12.5% | +3.5% | -6.6% |
| 1Y | -21.3% | -27.9% | +6.6% | -14.0% |
| 3Y | +19.6% | -31.4% | +51.0% | +25.2% |
| 5Y | +71.5% | -3.2% | +74.8% | +48.7% |
| 10Y | +1,036.6% | +191.5% | +845.1% | +577.5% |
| All | +1,036.6% | +186.6% | +849.9% | +577.5% |
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