+31.2%
CDNS vs BAH
-26.0%
+57.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +5.0% |
| 7D | +2.1% | -1.5% | +3.6% | +2.3% |
| 30D | -4.6% | +17.3% | -21.9% | -7.2% |
| 3M | -0.8% | +14.9% | -15.7% | -3.4% |
| 6M | -7.2% | +14.2% | -21.5% | -9.6% |
| YTD | +7.7% | +5.1% | +2.5% | +6.0% |
| 1Y | +3.5% | +2.1% | +1.5% | +2.3% |
| 3Y | +31.2% | -26.0% | +57.2% | +31.9% |
| All | +31.2% | -26.0% | +57.2% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling