-2.8%
CDNS vs BKR
-0.2%
-2.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.7% | +6.8% | +1.7% |
| 7D | -6.5% | -6.7% | +0.1% | -5.0% |
| 30D | -13.0% | -8.3% | -4.7% | -11.2% |
| 3M | -26.0% | -5.4% | -20.6% | -25.2% |
| 6M | -2.8% | +0.8% | -3.6% | -2.2% |
| All | -2.8% | -0.2% | -2.6% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 6mo: compounded portfolio wealth divided by compounded BKR 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…
6mo analysis · Full analysis span regression · 6 months rolling