+1,166.2%
CDNS vs BHP
+333.8%
+832.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.6% |
| 7D | +1.0% | -0.5% | +1.5% | +1.2% |
| 30D | -2.0% | -4.5% | +2.6% | +0.1% |
| 3M | -0.2% | -6.9% | +6.6% | +2.7% |
| 6M | -8.9% | -10.6% | +1.7% | -5.1% |
| YTD | +3.3% | +37.2% | -33.9% | -10.8% |
| 1Y | +2.2% | +48.0% | -45.8% | -14.5% |
| 3Y | +22.4% | +52.6% | -30.2% | -1.0% |
| 5Y | +78.0% | +116.5% | -38.4% | +19.8% |
| All | +1,166.2% | +333.8% | +832.4% | +520.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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