+71.6%
CDNS vs BAH
-2.8%
+74.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.7% |
| 7D | -9.2% | -4.3% | -4.9% | -8.3% |
| 30D | -16.3% | -4.5% | -11.8% | -15.4% |
| 3M | -27.9% | -7.6% | -20.3% | -26.8% |
| 6M | -4.3% | -10.6% | +6.3% | -2.3% |
| YTD | -9.1% | -12.6% | +3.5% | -7.2% |
| 1Y | -21.2% | -27.0% | +5.8% | -16.2% |
| 3Y | +19.4% | -31.5% | +50.9% | +21.9% |
| 5Y | +71.6% | -3.8% | +75.4% | +46.1% |
| All | +71.6% | -2.8% | +74.4% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling