+1,026.7%
CDNS vs BAX
-37.2%
+1,063.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -6.5% | -5.4% | -1.1% | -5.0% |
| 30D | -13.0% | -12.4% | -0.6% | -9.5% |
| 3M | -26.0% | +19.1% | -45.1% | -30.5% |
| 6M | -2.8% | +38.6% | -41.5% | -13.6% |
| YTD | -8.8% | +26.7% | -35.5% | -17.2% |
| 1Y | -15.8% | +1.0% | -16.9% | -18.2% |
| 3Y | +19.7% | -33.9% | +53.6% | +29.5% |
| 5Y | +70.8% | -67.0% | +137.8% | +150.3% |
| All | +1,026.7% | -37.2% | +1,063.9% | +1,167.9% |
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