+1,026.7%
CDNS vs BHP
+498.2%
+528.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.3% | +5.4% | +2.3% |
| 7D | -6.5% | -3.7% | -2.8% | -5.2% |
| 30D | -13.0% | -0.8% | -12.2% | -12.9% |
| 3M | -26.0% | +7.6% | -33.6% | -28.7% |
| 6M | -2.8% | +20.8% | -23.6% | -10.8% |
| YTD | -8.8% | +50.8% | -59.6% | -24.2% |
| 1Y | -15.8% | +70.9% | -86.7% | -33.8% |
| 3Y | +19.7% | +78.0% | -58.3% | -9.2% |
| 5Y | +70.8% | +113.1% | -42.3% | +15.9% |
| All | +1,026.7% | +498.2% | +528.5% | +392.2% |
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