+1,415.9%
CDNS vs BIL
+30.8%
+1,385.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.3% |
| 7D | +2.1% | +0.1% | +2.1% | +2.5% |
| 30D | -4.6% | 0.0% | -4.6% | -4.8% |
| 3M | -0.8% | +0.6% | -1.4% | +2.0% |
| 6M | -7.2% | +1.5% | -8.7% | -0.4% |
| YTD | +7.7% | +2.8% | +4.9% | +22.4% |
| 1Y | +3.5% | +3.3% | +0.2% | +20.7% |
| 3Y | +31.2% | +13.4% | +17.8% | +136.3% |
| 5Y | +84.5% | +19.8% | +64.7% | +334.4% |
| 10Y | +1,242.9% | +25.6% | +1,217.3% | +4,003.5% |
| All | +1,415.9% | +30.8% | +1,385.1% | +4,628.1% |
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