+6,717.9%
CDNS vs BAX
+897.0%
+5,821.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +2.0% |
| 7D | +7.0% | +0.4% | +6.7% | +6.9% |
| 30D | -0.3% | +3.4% | -3.7% | -1.8% |
| 3M | +3.2% | -4.5% | +7.6% | +4.1% |
| 6M | -6.9% | +44.0% | -50.9% | -18.9% |
| YTD | +6.6% | +34.9% | -28.2% | -6.2% |
| 1Y | +5.6% | +37.9% | -32.3% | -8.1% |
| 3Y | +27.4% | -17.1% | +44.5% | +26.2% |
| 5Y | +83.7% | -64.3% | +148.0% | +139.1% |
| 10Y | +1,215.9% | -35.9% | +1,251.8% | +1,280.4% |
| All | +6,717.9% | +897.0% | +5,821.0% | +1,755.8% |
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