+829.3%
CDNS vs BB
+261.2%
+568.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | -7.2% | +1.8% | -9.0% | -7.5% |
| 30D | -14.3% | -12.2% | -2.0% | -12.2% |
| 3M | -27.2% | -12.3% | -14.9% | -26.2% |
| 6M | -4.5% | +122.7% | -127.2% | -19.5% |
| YTD | -9.0% | +104.5% | -113.4% | -21.9% |
| 1Y | -21.3% | +106.7% | -128.0% | -33.0% |
| 3Y | +19.6% | +70.0% | -50.4% | +0.1% |
| 5Y | +71.5% | -27.8% | +99.3% | +62.7% |
| 10Y | +1,036.6% | +2.4% | +1,034.2% | +729.0% |
| All | +829.3% | +261.2% | +568.1% | +152.4% |
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