+1,786.0%
CDNS vs BIDU
+1,407.1%
+378.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.1% | -8.1% | -4.9% |
| 7D | -14.0% | +2.4% | -16.4% | -14.5% |
| 30D | -13.2% | -10.5% | -2.7% | -11.2% |
| 3M | -28.9% | -26.2% | -2.7% | -24.3% |
| 6M | -4.2% | -16.4% | +12.2% | -1.3% |
| YTD | -6.4% | -23.9% | +17.5% | -2.0% |
| 1Y | -16.2% | +1.3% | -17.5% | -18.4% |
| 3Y | +20.2% | -32.1% | +52.3% | +23.9% |
| 5Y | +76.6% | -39.0% | +115.6% | +75.1% |
| 10Y | +1,029.7% | -44.0% | +1,073.7% | +973.6% |
| All | +1,786.0% | +1,407.1% | +378.8% | +940.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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