+5,728.5%
CDNS vs BHP
+7,637.4%
-1,908.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.3% | +5.4% | +2.1% |
| 7D | -6.5% | -3.7% | -2.8% | -5.3% |
| 30D | -13.0% | -0.8% | -12.2% | -12.9% |
| 3M | -26.0% | +7.6% | -33.6% | -28.5% |
| 6M | -2.8% | +20.8% | -23.6% | -10.3% |
| YTD | -8.8% | +50.8% | -59.6% | -23.2% |
| 1Y | -15.8% | +70.9% | -86.7% | -32.5% |
| 3Y | +19.7% | +78.0% | -58.3% | -6.8% |
| 5Y | +70.8% | +113.1% | -42.3% | +20.4% |
| 10Y | +1,038.0% | +483.0% | +554.9% | +421.9% |
| All | +5,728.5% | +7,637.4% | -1,908.9% | +902.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling