+6,683.5%
CDNS vs BBWI
+1,159.1%
+5,524.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.3% |
| 7D | +2.4% | -4.2% | +6.7% | +3.6% |
| 30D | -6.0% | +24.9% | -30.9% | -11.7% |
| 3M | -0.1% | +13.2% | -13.3% | -4.5% |
| 6M | -8.6% | +12.1% | -20.7% | -13.4% |
| YTD | +6.1% | +11.1% | -5.0% | -0.8% |
| 1Y | +0.8% | +0.7% | +0.1% | -4.7% |
| 3Y | +26.8% | -23.8% | +50.5% | +22.5% |
| 5Y | +86.9% | -66.9% | +153.8% | +115.2% |
| 10Y | +1,235.1% | -45.3% | +1,280.4% | +976.2% |
| All | +6,683.5% | +1,159.1% | +5,524.5% | +1,167.8% |
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