+6,634.9%
CDNS vs BBWI
+1,163.2%
+5,471.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -0.1% | -7.7% | +7.7% | +2.0% |
| 30D | -5.5% | +24.8% | -30.3% | -11.2% |
| 3M | +0.5% | +16.2% | -15.7% | -4.6% |
| 6M | -9.6% | +15.8% | -25.4% | -15.1% |
| YTD | +5.3% | +11.4% | -6.1% | -1.6% |
| 1Y | +3.4% | +3.2% | +0.2% | -2.9% |
| 3Y | +25.9% | -23.5% | +49.4% | +21.5% |
| 5Y | +85.8% | -67.4% | +153.2% | +114.9% |
| 10Y | +1,199.9% | -46.0% | +1,245.9% | +952.4% |
| All | +6,634.9% | +1,163.2% | +5,471.7% | +1,157.6% |
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