+65.6%
CDNS vs BAM
+78.0%
-12.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.3% |
| 7D | -14.0% | -2.0% | -12.0% | -13.1% |
| 30D | -13.2% | -2.9% | -10.2% | -12.1% |
| 3M | -28.9% | +9.4% | -38.3% | -32.3% |
| 6M | -4.2% | +10.8% | -14.9% | -9.5% |
| YTD | -6.4% | -0.4% | -5.9% | -7.0% |
| 1Y | -16.2% | -10.9% | -5.3% | -12.5% |
| 3Y | +20.2% | +61.3% | -41.1% | -0.5% |
| All | +65.6% | +78.0% | -12.4% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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