+17.0%
CDNS vs BHP
+81.6%
-64.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -7.2% | +0.9% | -8.1% | -7.5% |
| 30D | -14.3% | +4.0% | -18.3% | -15.6% |
| 3M | -27.2% | +11.3% | -38.4% | -30.6% |
| 6M | -4.5% | +29.3% | -33.8% | -14.2% |
| YTD | -9.0% | +59.2% | -68.2% | -25.6% |
| 1Y | -21.3% | +80.8% | -102.2% | -39.4% |
| All | +17.0% | +81.6% | -64.6% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling