+1,166.2%
CDNS vs BAX
-35.8%
+1,202.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.2% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | -2.0% | +4.1% | -6.0% | -3.5% |
| 3M | -0.2% | -4.5% | +4.3% | +0.7% |
| 6M | -8.9% | +49.2% | -58.1% | -20.8% |
| YTD | +3.3% | +35.2% | -31.9% | -8.4% |
| 1Y | +2.2% | +38.3% | -36.1% | -10.3% |
| 3Y | +22.4% | -19.0% | +41.4% | +23.0% |
| 5Y | +78.0% | -64.2% | +142.2% | +154.1% |
| All | +1,166.2% | -35.8% | +1,202.0% | +1,302.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling