+71.5%
CDNS vs BBWI
-68.8%
+140.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.3% | +6.5% | +1.4% |
| 7D | -7.2% | -4.4% | -2.8% | -6.5% |
| 30D | -14.3% | -7.4% | -6.9% | -13.3% |
| 3M | -27.2% | -2.2% | -25.0% | -27.6% |
| 6M | -4.5% | -16.3% | +11.8% | -3.0% |
| YTD | -9.0% | -9.1% | +0.2% | -9.4% |
| 1Y | -21.3% | -34.5% | +13.2% | -16.9% |
| 3Y | +19.6% | -47.0% | +66.5% | +26.3% |
| 5Y | +71.5% | -68.8% | +140.4% | +122.9% |
| All | +71.5% | -68.8% | +140.4% | +122.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling