+5,728.5%
CDNS vs BKR
+528.0%
+5,200.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.7% | +6.8% | +1.7% |
| 7D | -6.5% | -6.7% | +0.1% | -5.1% |
| 30D | -13.0% | -8.3% | -4.7% | -11.3% |
| 3M | -26.0% | -5.4% | -20.6% | -25.3% |
| 6M | -2.8% | +0.8% | -3.6% | -3.5% |
| YTD | -8.8% | +31.8% | -40.7% | -15.2% |
| 1Y | -15.8% | +28.6% | -44.4% | -21.4% |
| 3Y | +19.7% | +71.2% | -51.5% | +3.4% |
| 5Y | +70.8% | +179.2% | -108.5% | +27.9% |
| 10Y | +1,038.0% | +124.0% | +914.0% | +715.2% |
| All | +5,728.5% | +528.0% | +5,200.6% | +2,660.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling