+71.6%
CDNS vs BB
-27.1%
+98.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.1% | -3.5% |
| 7D | -9.2% | +0.5% | -9.8% | -9.4% |
| 30D | -16.3% | -12.4% | -3.9% | -13.7% |
| 3M | -27.9% | -15.3% | -12.6% | -26.2% |
| 6M | -4.3% | +128.8% | -133.1% | -23.8% |
| YTD | -9.1% | +107.7% | -116.8% | -25.8% |
| 1Y | -21.2% | +103.9% | -125.1% | -35.9% |
| 3Y | +19.4% | +72.6% | -53.2% | -4.7% |
| 5Y | +71.6% | -24.3% | +95.9% | +61.2% |
| All | +71.6% | -27.1% | +98.7% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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