+3,405.4%
CDNS vs BAH
+886.2%
+2,519.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.5% |
| 7D | -14.0% | -3.2% | -10.8% | -13.1% |
| 30D | -13.2% | +2.0% | -15.2% | -13.9% |
| 3M | -28.9% | -7.6% | -21.3% | -27.6% |
| 6M | -4.2% | -5.7% | +1.5% | -3.6% |
| YTD | -6.4% | -11.7% | +5.4% | -4.4% |
| 1Y | -16.2% | -27.4% | +11.2% | -9.4% |
| 3Y | +20.2% | -32.5% | +52.7% | +27.9% |
| 5Y | +76.6% | -3.3% | +80.0% | +61.4% |
| 10Y | +1,029.7% | +186.0% | +843.7% | +630.0% |
| All | +3,405.4% | +886.2% | +2,519.2% | +1,372.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling