+85.8%
CDNS vs BAX
-63.3%
+149.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -0.1% | -0.6% | +0.5% | +0.1% |
| 30D | -5.5% | +6.3% | -11.8% | -6.7% |
| 3M | +0.5% | -4.6% | +5.1% | +1.2% |
| 6M | -9.6% | +50.4% | -60.0% | -17.0% |
| YTD | +5.3% | +38.0% | -32.7% | -2.2% |
| 1Y | +3.4% | +44.6% | -41.2% | -5.0% |
| 3Y | +25.9% | -15.1% | +41.0% | +25.6% |
| 5Y | +85.8% | -63.3% | +149.1% | +145.3% |
| All | +85.8% | -63.3% | +149.0% | +145.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling