-16.2%
CDNS vs BLK
+3.3%
-19.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.8% |
| 7D | -14.0% | -3.6% | -10.4% | -12.5% |
| 30D | -13.2% | -1.0% | -12.2% | -12.8% |
| 3M | -28.9% | +10.4% | -39.3% | -32.1% |
| 6M | -4.2% | +8.2% | -12.3% | -8.4% |
| YTD | -6.4% | +6.0% | -12.4% | -9.1% |
| 1Y | -16.2% | +3.3% | -19.6% | -18.8% |
| All | -16.2% | +3.3% | -19.5% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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