+1,218.5%
CDNS vs BIL
+30.4%
+1,188.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -3.8% |
| 7D | -14.0% | +0.1% | -14.1% | -13.6% |
| 30D | -13.2% | +0.3% | -13.5% | -11.8% |
| 3M | -28.9% | +0.9% | -29.8% | -25.6% |
| 6M | -4.2% | +1.8% | -6.0% | +4.4% |
| YTD | -6.4% | +2.4% | -8.8% | +4.9% |
| 1Y | -16.2% | +3.7% | -19.9% | -0.5% |
| 3Y | +20.2% | +14.2% | +6.0% | +123.3% |
| 5Y | +76.6% | +19.4% | +57.2% | +309.0% |
| 10Y | +1,029.7% | +25.2% | +1,004.5% | +3,295.0% |
| All | +1,218.5% | +30.4% | +1,188.1% | +3,950.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling