+982.9%
CDNS vs BB
+325.9%
+657.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | +2.4% | +11.6% | -9.2% | +0.3% |
| 30D | -6.0% | +2.6% | -8.6% | -6.7% |
| 3M | -0.1% | +3.5% | -3.6% | -1.3% |
| 6M | -8.6% | +43.5% | -52.0% | -16.2% |
| YTD | +6.1% | +141.2% | -135.1% | -12.2% |
| 1Y | +0.8% | +97.4% | -96.6% | -13.6% |
| 3Y | +26.8% | +151.1% | -124.3% | -1.2% |
| 5Y | +86.9% | -12.8% | +99.6% | +71.2% |
| 10Y | +1,235.1% | +27.5% | +1,207.6% | +830.2% |
| All | +982.9% | +325.9% | +657.0% | +183.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling