+3,930.3%
CDNS vs BAH
+1,074.5%
+2,855.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +4.7% |
| 7D | +2.1% | -1.5% | +3.6% | +2.5% |
| 30D | -4.6% | +17.3% | -21.9% | -9.6% |
| 3M | -0.8% | +14.9% | -15.7% | -5.9% |
| 6M | -7.2% | +14.2% | -21.5% | -12.4% |
| YTD | +7.7% | +5.1% | +2.5% | +3.3% |
| 1Y | +3.5% | +2.1% | +1.5% | 0.0% |
| 3Y | +31.2% | -26.0% | +57.2% | +35.3% |
| 5Y | +84.5% | +9.0% | +75.6% | +61.8% |
| 10Y | +1,242.9% | +208.8% | +1,034.1% | +739.3% |
| All | +3,930.3% | +1,074.5% | +2,855.8% | +1,490.9% |
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