+5,887.0%
CDNS vs BAX
+900.4%
+4,986.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.0% | -4.3% |
| 7D | -14.0% | -1.1% | -12.9% | -13.7% |
| 30D | -13.2% | -5.5% | -7.7% | -11.6% |
| 3M | -28.9% | +33.5% | -62.4% | -36.1% |
| 6M | -4.2% | +35.9% | -40.0% | -14.9% |
| YTD | -6.4% | +35.4% | -41.7% | -17.3% |
| 1Y | -16.2% | +9.8% | -26.0% | -21.3% |
| 3Y | +20.2% | -32.7% | +52.9% | +28.2% |
| 5Y | +76.6% | -65.6% | +142.2% | +133.8% |
| 10Y | +1,029.7% | -34.9% | +1,064.6% | +1,083.9% |
| All | +5,887.0% | +900.4% | +4,986.6% | +1,536.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling