-16.2%
CDNS vs BIL
+3.7%
-20.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -3.6% |
| 7D | -14.0% | +0.1% | -14.1% | -13.1% |
| 30D | -13.2% | +0.3% | -13.5% | -10.0% |
| 3M | -28.9% | +0.9% | -29.8% | -21.7% |
| 6M | -4.2% | +1.8% | -6.0% | -1.2% |
| YTD | -6.4% | +2.4% | -8.8% | -7.6% |
| 1Y | -16.2% | +3.7% | -19.9% | -16.6% |
| All | -16.2% | +3.7% | -20.0% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 1y: compounded portfolio wealth divided by compounded BIL 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…
1y analysis · Full analysis span regression · 6 months rolling