+5,887.0%
CDNS vs BBWI
+1,034.6%
+4,852.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.8% | -6.8% | -4.7% |
| 7D | -14.0% | +1.5% | -15.5% | -14.3% |
| 30D | -13.2% | -5.2% | -8.0% | -12.4% |
| 3M | -28.9% | +11.1% | -40.0% | -31.6% |
| 6M | -4.2% | -13.4% | +9.2% | -3.1% |
| YTD | -6.4% | +0.1% | -6.5% | -9.3% |
| 1Y | -16.2% | -36.1% | +19.9% | -10.2% |
| 3Y | +20.2% | -44.1% | +64.3% | +26.7% |
| 5Y | +76.6% | -66.2% | +142.9% | +103.2% |
| 10Y | +1,029.7% | -54.8% | +1,084.4% | +869.3% |
| All | +5,887.0% | +1,034.6% | +4,852.4% | +1,058.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling