-18.4%
CDNS vs BLK
-0.2%
-18.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | -0.1% | +0.8% |
| 7D | -1.1% | -3.3% | +2.2% | +0.3% |
| 30D | -10.4% | -6.5% | -3.9% | -7.7% |
| 3M | -24.6% | +6.7% | -31.3% | -26.9% |
| 6M | -1.6% | +14.7% | -16.4% | -8.4% |
| YTD | -7.4% | +2.5% | -10.0% | -8.5% |
| 1Y | -18.4% | -2.8% | -15.6% | -18.8% |
| All | -18.4% | -0.2% | -18.2% | -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