+1,026.7%
CDNS vs BBWI
-57.7%
+1,084.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | -6.5% | -8.0% | +1.5% | -5.4% |
| 30D | -13.0% | -6.6% | -6.4% | -12.4% |
| 3M | -26.0% | -2.7% | -23.3% | -26.2% |
| 6M | -2.8% | -12.8% | +9.9% | -2.2% |
| YTD | -8.8% | -10.5% | +1.6% | -8.9% |
| 1Y | -15.8% | -35.3% | +19.5% | -12.3% |
| 3Y | +19.7% | -47.7% | +67.5% | +25.5% |
| 5Y | +70.8% | -68.9% | +139.6% | +88.0% |
| All | +1,026.7% | -57.7% | +1,084.4% | +964.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling